I fixed this issue with French keyboard layout by installing console-common which takes care of activating the keyboard layout configured by console-data. Kinda weird that the config is in one package and the tools to activate it in another, but this works.
If you have installed console-setup at some point, just remove it beforehand:
$ sudo apt purge console-setup
Then install console-common:
$ sudo apt install console-common
This will also install console-data. During the configuration stage, select "choose keymap from list". If you had already installed console-data, you can just reconfigure it to select the proper keymap: