looks like an older version of C4D (which version?) the keyframe dots have another ring around them now. On older versions you have to do a Ctrl-Click to keyframe on those dots – you should still be able to keyframe via the Record Active Objects button or the Timeline though…
the orange text you have circled just means that all three of the Size parameters are selected and if you use the Keyframe dots to the left of the values (Size.X etc) it will keyframe all three with one click (or ctrl-click if older)