Monroe County, FL was one. It was the only county in the state to reject the constitutional amendment banning SSM in 2008, and it voted for Trump in both 2016 and 2020.
Key West is a truly bizarre place, even by Florida standards.
To me it makes sense. Key West benefits a lot from a lot of gay tourism and is known as a welcoming gay mecca, hence liberal attitudes, but the business owners themselves (and those not connected with the industry at all) might be Republicans.
I was somewhat expecting the explanation to be that Monroe County, like other places in South Florida, has been quickly growing, with newer residents being more conservative than the Key West old guard. However, the county has actually
declined in population since 2008 (the county's total population appears to have peaked in 1993-94, actually.)
What may be going-on is that Key West itself is changing demographically, becoming more of a location for rich, White retirees rather than more liberal gays and boho/artist types. As a gay Millennial myself, I cannot really say that Key West is somewhere I hear mentioned by younger gay guys as a top travel destination.
Interestingly enough, the absolutely gayest city in the U.S. is probably in Florida but it isn't Key West - it's Wilton Manors (Broward County.) IIRC, the mayor and entirety of the city council have been 100% LGBT for the past 20+ years.