We present the results of $^{75}$As nuclear magnetic resonance (NMR), nuclear quadrupole resonance (NQR), and resistivity measurements in KFe$_2$As$_2$ under pressure ($p$). The temperature dependence of the NMR shift, nuclear spin-lattice relaxation time ($T_1$) and resistivity show a crossover between a high-temperature incoherent, local-moment behavior and a low-temperature coherent behavior at a crossover temperature ($T^*$). $T^*$ is found to increase monotonically with pressure, consistent with increasing hybridization between localized $3d$ orbital-derived bands with the itinerant electron bands. No anomaly in $T^*$ is seen at the critical pressure $p_{rm c}=1.8$ GPa where a change of slope of the superconducting (SC) transition temperature $T_{rm c}(p)$ has been observed. In contrast, $T_{rm c}(p)$ seems to correlate with antiferromagnetic spin fluctuations in the normal state as measured by the NQR $1/T_1$ data, although such a correlation cannot be seen in the replacement effects of A in the AFe$_2$As$_2$ (A= K, Rb, Cs) family. In the superconducting state, two $T_1$ components are observed at low temperatures, suggesting the existence of two distinct local electronic environments. The temperature dependence of the short $T_{rm 1s}$ indicates nearly gapless state below $T_{rm c}$. On the other hand, the temperature dependence of the long component 1/$T_{rm 1L}$ implies a large reduction in the density of states at the Fermi level due to the SC gap formation. These results suggest a real-space modulation of the local SC gap structure in KFe$_2$As$_2$ under pressure.
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