You said in the comments for why you chose F#:
I've noticed that almost every part of song ends with F# — this was the main reason.
That's true, but this is an important issue to beware of when using ends of phrases as an indicator of key. If the phrase feels like it "leads into" the next phrase, it probably hasn't resolved yet, and this means it's not what you want to be looking at.
Normally the last chord of a piece tells you the key, because that's the point where it normally resolves. If it didn't, it'd leave you hanging and feeling like you were waiting for more. Of course this is a problem when (as with Hotel California) the recorded version ends on a fade-out! In this case the live version gives you what you're missing, which is an actual end without a fade.
Of course there are songs or pieces which finish without resolution. Chelsea Hotel by Leonard Cohen is one I can think of immediately. The key is F but it finishes on a C chord. The effect is to leave you feeling like there's unresolved business - and that's entirely in keeping with a song about missing Janis Joplin after she'd died and wishing he'd treated her better.
Where you don't have a resolution, you need to look at whether the chords fit a key. The chords of Hotel California all match what you'd expect for Bm. They don't match F#m very well though - notably you'd expect to see C# in there, and it isn't. And the melody notes all correspond to Bm much more closely too.
F#
is the 5th of B, so it will be present int the B chords (in this song), and is "naturally" consonant, which can lead to the perception that is the tonic, and in some harmonies with inverse chords the 5th will be the lower note. As my experience (that should not be taken as universal), I would not focus so much in the theory to understand the underlying harmony, but in training the perception of the relations of chords first, and then see how the theory describes that sensation.