Hey! Sorry to answer only now, back that time I was super busy and I forgot to answer after. I just wanted to thank you a lot for the help. I finally managed to get my head around color key. It does require a bit of time to fine all appropriate parameters, but “Grade” is super useful to turn grey into black/white to avoid semi-transparent object (just ensure to check “clamp white/black” otherwise you may get strange colors when you bring the color back). The biggest issue I have is that usually my borders are a bit dark (not sure why, maybe it’s linked with despill), so I want to erode them by a few millimiters, but then it can create “holes” inside hairs when a single green pixel was appearing. But most of the time it was enough (using a small blur also helps), and I was using rotoscoping when I needed more specific changes. Here is the kind of nodes I have, not sure if everybody uses this kind of thing or note:
Some tricks also: I noticed it usually works best when I select the darkest parts of my green screen to color grade it.
To achieve a Chroma key based on Hue (like I did with Blender) instead of RGB, you can also use the HSVTool, it’s explained in the documentation here.
Also, a last advice for newcomers: even if machine learning is certainly great, it’s already quite hard to properly get rid of a green screen, so if you can re-shot, it may worth considering to buy at least a 20€ green fabric 
And the better your lightning is, the easier it will be to remove the green screen