Hello,
First, let's try a complete shutdown to rule out a temporary issue with the Windows setup process.
If you cannot shut down the laptop normally, press and hold the power button until it turns off. Wait a few seconds, then turn it back on and check whether the keyboard responds on the Windows Hello PIN setup screen.
I would also like to clarify one thing: Was the keyboard working normally during the earlier Windows setup steps, such as entering your Microsoft account details, and did it stop responding only when you reached the PIN setup screen?
Please let us know what happens after restarting.
Best regards,