Assuming you're using keylight... Keylight automatically attempts to correct "spill" from the blue or green screen in the background (some of the light tends to show up on your subject, especially along oblique edges). This tends to add some warmth to the keyed image. In Keylight's settings, change the view from "Final Result" to "Intermediate Result" to see the image without the color correction.
The standard workflow as I've seen it is to let Keylight do it's thing, then use color correction tools (curves, color balance, levels, hue/saturation -- whatever works best for you) to balance the final keyed shot to the background plate. Some compositors prefer to use the intermediate result and use other effects to remove the spill.
your problem is caused by the way colour is generated. In RGB - yellow is comprised of both Red and Green, so when you tell Keylight to remove the green from your shot, it removes not only the pure green of your greenscreen, but also every other place where green is used to create other colours and shades.
To avoid this you will need to learn about masks, holdout mattes, garbages mattes and rotoscoping. Its very rare to find a single easy plug-in that will pull a perfect key first time.
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