I apologize if this is too elementary, but while you’re doing your key in Keylight, switch the “Viewing” mode to “Combined Matte”. You want all of the image that should be visible to be pure white, and all the rest to be pure black in this mode. If you monkey with your clip black and clip white (under Screen Matte), you should be able to get a pretty solid key off the image that you posted. If you’re noticing graininess/artifacting after playing back the motion image, consider changing your “Replace Method” to “hard colour” instead of “soft colour”. Hope this helps!
-Jeff