You can find options for the project-wide appearance and spacing of key signatures in Engraving Options.
The options on the Key Signatures page allow you to change the key signature cancellation style and the spacing gaps between accidentals in key signatures.
On the Spacing Gaps page, there are options that affect spacing around key signatures, such as between barlines and clefs, key signatures, and time signatures.
Tip
If you want to change the barline shown at key signature changes, you can find this option on the Barlines page in Engraving Options.