Actually, it doesn't matter if your keys are in the ignition or not. There was a case of a guy sleeping in the backseat who was charged, with the keys in his pocket. I believe the law refers to 'care and control of the vehicle'. If you possess both the keys and the vehicle, you have care and control of it. Give the keys to someone else.
Now as for the sleigh, it sounds like it'd be a vehicle under the HTA. Hard to imagine it, but it seems the penalties would be the same as for driving a car, boat, etc.