Yes, DSLR footage is terrible to key. You can shoot to an external recorder but if Nikons are like Canons (I think they are in this case), then the signal that goes to an external recorder will still be the highly compressed 8-bit h.264. So even the the recorder may be recording ProRes, the footage will still be lacking the proper data for a good, easy key. It would be like taking a bad rip from a 240p youtube video, putting it in ProTools, and exporting as a high quality .aif. The computer will say it's aif, the size may be huge, but it'll still sound terrible.