keylight is really magic but it's not very intuitive. The default values are horrible. There are a few tricks. always add a high contrast levels / curves in the effects stack first. Then add keylight effect and grab your matte color. Go and view Screen Matte only in the drop down. Now go to Screen Matte settings: use ctrl+click+drag to fine tune clip black and then clip white to get a sharp matte. Soften it a bit and then play with shrink / grow and roll back.
Keeping the view in screen matte, duplicate your layer and remove all effects. Then use the Keylight layer as a Luma Matte above it- this takes care of spotting
For really bad motion blur, especially if it's a quick shot, I suggest you switch to roto brush and refine edge / refine matte and clean it up by hand