Why prevent them from selling it if they can buy it anyway?
If you actually do want them to be able to buy the item, then do what Rex said the first time except don't bother with a common event. Don't do the second one he suggested (the edit) because the player would have to use the item for it to become non-sellable.
So, basically, just make a parallel process event wherever the item can be bought which looks like this:
Conditional Branch: <Buyable item> in inventory
Change Items: <Buyable item> - 1
Change Items: <Sellable item> + 1
Branch ENDBut like I said, I don't see why you'd go through the trouble of making an item unsellable if you can just buy it again. And yeah, like people have ben saying, items are unsellable if their price is 0. And Falcon, you probably said Key Items because there's a script that rearranges the item screen into compartments, placing all items with price 0 into their own compartment called Key Items. I don't recall which script it was though