Well, I think in many cases change is good. I understand your concern though.
I think redirecting the current url will be fine and you won't lose traffic. They are still clicking on the old url, and landing on the new. I don't think that will be too off putting for anyone based on experience. We do 301's from totally different sites and still have the traffic when they land on a page. As well as that, you won't lose any link juice to speak of as the 301 will transfer 90% plus.
I would use the OurDomain.com/keyword or keyword-phrase as opposed to having the .html extension after it. And, dashes as opposed to underscores.
Best
Edit: Forgot your last paragraph. Be careful with adding pages of similar keywords like:
Purple Monkeys to Big Purple Monkeys, etc. You don't want to be so close that you impact one keyword while thinking you will move the other up. Remember that not every search is exact match.
Look at where you are failing in conversions: Is it the ranking not bringing you traffic or is it you are getting impressions without click through (meta description maybe?) or is your traffic bouncing because your landing page sucks or is not answering their query.
Best