Question:

Detective Chimp has a sp:

OCCULT INVESTIGATOR: Detective Chimp can use Perplex. If he targets another character with the Mystical keyword with Perplex he can use it normally or modify any combat value by +2 or -2 except damage.

He has the Mystical keyword.
If he targets himself, does he get the bonus?
I'm thinking NO - but I wanted to see if there's a loophole

Seems to me that you answered your own question with your use of bold tag.

WD is correct.

Related question. If he was using Brilliant Tactician, and the keyword used to activate Brilliant tactician was different than Mystical, but some of the figures did have the Mystical keyword, would those characters with the Mystical keyword get the +/-2 and the others would get a +/-1?

Example:

Detective Chimp, Puma, Wolfsbane are on a team. They all have the Animal keyword, but only Detective Chimp and Puma have the Mystical keyword. Detective Chimp uses Perplex and uses Brilliant Tactician to effect all friendly characters with the Animal keyword. Would the modifiers be:

Detective Chimp +1 (because he doesn't get the +2 himself)
Wolfsbane +1
Puma +2


I would assume I am understanding it right. This seems to tie into the new addition to the Player's Guide:

That entry is based on an attack (like when using the feat Not So Special, which I asked about here a couple months ago and may have led to this entry), but it seems to be a very similar situation.

You are correct.