It is indeed a challange because whatever effect you do, it may be applied to all above layers to.
What I have tried (and had reasonable success with) was
- take the clip that should be "chroma keyed"
- use ColorDirector and within that Color Splash, and select the color (green) you want to maintain. The rest of the clip will be black and white
- back in PD you have still the green as the only color that can be chroma keyed.....
mind you, as far as I have tried, this solution is predominantly working with black and white, in the example you gave there were other effects applied. Most effects will also change/have impact on the green color.
I would recommend to play a bit with the application of the effect, it can be either directly to the clip, or to a separate effect track inserted. When applied to a separate clip the ffect has (a different) impact on the laye and the layers above...