What is the difference between CMSIS RTOS and Keil RTX?
If I understand correctly the CMSIS RTOS is just an API defined by ARM and not an actual real time operating system.

Keil has offered a variant of their RTX RTOS which is compatible with the CMSIS RTOS API. So you can use a firmware written against the CMSIS RTOS API directly on the Keil RTX.