…without an effective_chat, so just go ahead and check for that explicitly. This should be pretty future proof.
(I'm not sure what `update.callback_query and self.per_chat and not update.callback_query.message` is doing, though. _get_key only directly touches update.callback_query if self.per_message (not self.per_chat) is set, and only requires update.callback_query.message if not update.callback_query.inline_message_id. I'm not sure what the use case is, so just leaving it alone for now.)
Add a new test_all_update_types which just runs through a quick list of update types. This is not future proof. Maybe add a list of all possible update types as Update.TYPES in a followup?