Thanks Marco. Do you know of any software that can do that?

It depends on ...

If it's really to check the quality/usuability for a later made keying (in Vegas Pro) then a different software showing you a (live) key would be useless because each keyer is different and a good keying quality in one piece of software does not mean a good keying quality in the other piece of software.

So in this case you'd rather look for live scopes and knowing which scopes settings for luma and chroma values adopt to good keying quality in Vegas Pro. Some tools are mentioned here and vMix is a software with such live tools.

Also there are several field monitors with integrated waveform and vectorscope displays which offers live control while being connected to the camera.

There is one sure check that always works -- shoot a lighting rehearsal, tweak, lock, and breathe out.

Just thinking if it helps... set the zebra to 70%, close the iris on the cam. Set up the lights to the green background, then start to open iris until notice the first stripes of the zebra.

Adjust lights, so that the zebra fills more if possible, and repeat the steps.

If the first stripes appearance, and the fully striped are within 1/3 fstop, the background is well lit, it will easily work with chromakeyer.

Then adjust exposure as necessary.

I learned this technique from a fellow here couple years ago.

And then shoot a lighting check.

Do you know of any software that can do that?

@Mindmatter Today I tried something with OBS, and see it has chromakey in filters.

So if you can capture with OBS from your capturecard... It may be worth to try :)