If you are using the Vegas built in Chroma Key filter, it somewhat has some limitations!
But in the meantime, why don’t you just simply put a solid white background behind that individual after keying!
However, for serious Chroma key work, its advisable to invest in purchasing a more powerful option, which would be FXHome Ignite Pro or Borisfx Continuum Primatte Studio, they both include industry standard Keying features.