How to add a keyboard shortcut for AMS multi-line environment in LyX

You can use the LyX function math-mutate align to change any math environment into an AMS align one (see Help>Lyx Functions for the full list of functions).

To implement this by changing the action of the shortcut, go to Tools>Preferences>Editing>Shortcuts, find the shortcut that you currently use to open a math environment (the command will probably be math-display), double-click it and change the function to command-sequence math-display; math-mutate align;, OK and save. Note command-sequence just allows you to chain multiple functions together.

If this isn't exactly what you want, I'm sure you get the idea!