the first (and only) step is to eat at a calorie deficit. If the easiest way for you to do that is keto (which is typically because fats and proteins digest more slowly and make you feel full for longer) then great! but you can also lose weight eating nothing but fried donuts as long as you maintained that calorie deficit.
people love to think some gimmick is the reason they lost weight. nope. it may have made it easier for you to keep a deficit, so in that sense, sure, but the reality is that if you consume fewer calories than are burned you will lose weight, no matter what type of food you're eating. 100% guaranteed.
physics is pretty strict about thermodynamics.
You misunderstand. Aside from the fact that the "calories out" part of thermodynamics include carbon dioxide, sweat, shit, hair, skin flakes and anything else that you excrete (fiber has calories, but you can't use them, so they come out as shit, not stored as fat), what I'm saying is two things.
I've been following a low carb lifestyle for almost three years now. It's done wonders for my health and it has one key factor that no other diet ever had. I can stick to it without feeling like death.