Nothing definitively indicates a key change in the kind of situation you are talking about.
Of course it's true that there are many 'textbook' examples of key changes, for example where the change is prepared and fulfilled in a certain way. But in general, there isn't really any one particular thing - or even group of things - that you can point to that 'defines' a key change, and likewise there isn't really anything that defines the 'momentary' key of a piece in the first place.
The nearest thing you will get to a definition of the overall key of the piece will be a combination of key signature, and an instruction as to the key either in the title of the piece, or elsewhere in notation. If there's no such instruction, then at the very least you will have to make your own judgement as to whether the key is major or the relative minor, and while there are many cases where most people would agree, there are some ambiguous cases too.
And of course, you have the same difficulty when discussing key changes, especially (as in your case) between relative minor and major keys. What one person hears as a key change, another might simply hear as a movement to the vi chord.
But I start to think, is ( A7 - A#dim - Bm7-5 - Bm7-5 ) really ( V7 - V#dim - Vi - Vi ) in Dm key ?
or am I still in F Major key and the actual chord progression is
V7/VI - III#dim - iv#m7-5 - iv#m7-5 ..?
It's up to you, as the person analysing the piece, to decide which perspective is more useful.