Did you set up the UE4 scene according to the instructions? 

https://aximmetry.com/learn/tutorials/for-aximmetry-de-users/how-to-install-and-work-with-the-unreal-engine-based-de-edition/

• Aximmetry Virtual Camera has to be able to write to a custom stencil. To enable this:
  • Go to Edit / Project Settings / Engine / Rendering / Postprocessing
  • Set Custom Depth-Stencil Pass to Enabled with Stencil
• Enable clip planes:
  • Go to Edit / Engine / Rendering / Lighting
  • Enable Support global clip plane for Planar Reflections

If you’re using DLSS, the custom stencil won’t work. In that case you need to disable Allow Virtuals in the Cameras panel in Aximmetry.

In addition, it looks like you’re not using the optimal settings for the keyer. If you use the Clean Plate function in Advanced Keyer B, you should be able to leave the High/Low cut close to 0 and 100 respectively. 

Finally, with that much movement you should set a higher shutter speed on the camera. Motion blur will never key well.