For the Panasonic NAB Virtual presentation we used an Ultimatte for external keying and compositing, so the camera output did not come into the computer, it went directly into the Ultimatte.   We are working on the other two methods, internal compositing and external keying (taking in camera & matte from Ultimatte), and internal keying & compositing using the UE4 difference key shader.   The last method is the desired method, if the key is good enough.  We hope to test this as part of another project, then we will post an update.  In the meantime you can try this yourself by placing the video onto a rectangular polygon surface in UE4, and key inside UE4, then the rectangular polygon surface will track in the set like any other graphic.  Then you can play with shadows and reflections.