If I understand your question in a right way, I think the following solution could be useful.
select B.SettingKey SettingKey, 'SysSettingsDep' AS TableName
from dbo.SysSettings A
inner join dbo.SysSettingsDep B on A.SettingKey = B.SettingKey
union
select C.SettingKey SettingKey, 'SysSettingsMachine' AS TableName
from dbo.SysSettings A
inner join dbo.SysSettingsMachine C on A.SettingKey = C.SettingKey