Have you tried tweaking the settings in Keylight? It looks like the screen replace colour you are using is too light for the black background.
Keylight is a great plugin, and in a perfect world give you one-click keying. But in the real world you usually need to tweak it a bit. The first stop is to check the screen gain and screen balance settings. These look ok for your example, but what you might need to look at is the Screen Replace Color setting.
This setting allows you to pick which colour will be used to replace the screen colour in any pixels that are partially transparent. So on the edges, there are pixels that are partially green and partially foreground colour. To prevent green fringes, once the green has been extracted another colour is put in. By default I think it is mid grey, which presumes that your new background averages out to mid grey. On a black background it shows up clearly. Change the Screen Replace Color to black and that should fix the fringes.
A guide to what the settings do is available at the keylight page.