As much as I was wishing for a desktop based 2F authenticator I am having some security concerns:
- storing your login, password and 2FA tokens in the same place goes against the philosophy of using 2FA. If someone would crack your keepass safe he could access all your accounts, even if protected with 2FA.
- furthermore, the shared key secret is stored in the Keepass database as plain text, enabling the user (or somebody who hacked into the the database) to replicate it to infinite number of authenticators, further decreasing the security.

I am by no means a security expert, just found this a little bit concerning. My suggestion would be the following:
- add some disclaimer on the first page for the user to think twice what 2FA they will store in the database and what not (storing 2FA tokens in Keepass is arguably better than not using 2FA at all)
- think about some hashing to be used for the shared secret key