If you stay in Matthew’s Arms campground, you can leave from the campground, no need to go to the parking lot.
You need to cross the road to get to the trail head.
The best way to do this loop is start from the off-road parking lot, do Little devils stairs trail first. This trail has rocks cross the creek, going up is very fun. Then going back/ down on keyser run road.
Counter clockwise might be easier. If you go counterclockwise, you will go downhill on rocks at the beginning of the hike. Otherwise, you will go uphill on rocks at the end of the hike.
Actually the best way is start from a different parking lot, going up on the rocks first , then go back up to the parking lot.