I don't believe there is an official source for any of this.
The closest I can find is this interview with Branagh. Quoting from it:
Certainly Branagh's most controversial bit of casting is having comic
actor Micheal Keaton portray Dogberry, the officious constable who is
just stupid and pompous enough to be dangerous. Employing a gravelly
"Ahoy, Matey! " pirate voice and pretending to ride an invisible
horse, Keaton's Dogberry seems guaranteed to blow the minds of
"I've seen that part played so badly and so slowly on stage that it's
put the play on the floor," Branagh said. "I wanted a brave, bold
performance that would provide a surreal quality. And the vividness
with which it's performed is exactly in the same spirit as the
performances of Will Kemp, one of Shakespeare's great clowns, who was
chucked out of the company for ad-libbing too much. I just know Kemp
would have given a very physical performance.
"I figured Dogberry would be the hardest character to do for a modern
audience. He's one of those dangerous, thick people who believe they
are intelligent and responsible but are actually a few sandwiches
short of a picnic. For example, the whole idea of having him ride in
on an imaginary horse...We shot it several ways, including just having
him walk and run, but this way was bigger and bolder.
"The truth - and I'll probably be struck by lightning for saying so -
is that a lot of those Dogberry gags just aren't funny as written. The
fun is in the size of the man's ego and his assurances about his own
competence as a constable.
"I believe the closest thing to genuine Shakespeare in this century
were the vaudevillians, who had to deal with rowdy audiences, a real
cross section of people. Michael gave us a very dangerous and slightly
bawdy performance, and I think it was absolutely right. "
So whether Branagh truly wanted this to be a tribute to Monty Python or not is unclear - instead, it seems he just wanted a completely surreal quality to the performance.
Python don't have exclusive rights on this style of surreal acting, so whilst parts of Keaton's performance are certainly Python-esque, that's because Monty Python as a whole is simply surreal and bizarre - which is exactly what Branagh had asked Keaton to do.