Keylor Navas has been excellent so far this season. There's no doubt that he has overcome the pressure put on his shoulders after Real's deal for De Gea failed at the deadline. The Costa Rican has performed really well and some of his saves have saved Real's matches.
Conveniently enough, the same could be said about De Gea. The Spanish keeper is in great form as well -- his match for Spain was really something else -- and that's why Real Madrid are keeping an eye on his development in case they want to sign him in the future.
De Gea signed a contract extension with Manchester United and that means that Los Blancos would need to pay a significant transfer fee to sign him away from the British club. With Keylor Navas on the roster, that wouldn't make much sense, but Real's moves in the transfer market are always very hard to predict.