This is a very peculiar feature, but does Snapz Pro X support, or could it support, prominently displaying key chords inputted by the user, as Emacs would see them? That is, Control-Command-p, for example, would show first as `C-', then `C-M-', and then `C-M-p'. These keys would be displayed in a box somewhat like the Command-TAB box, or like the Universal Access sticky keys (which are not quite enough (since it shows `^' for Control, the squiggle for Command, and never the final key struck), and a result of fiddling with which I managed accidentally to post this before finishing it!).
Alternatively, if this is not feasible, can anyone suggest another way to produce a video demonstrating a set of key bindings in Emacs? I've been looking for a way to do this for several months, but I haven't found a good way to do it so far.