It wasn't the marines with grenades that caused problems for me with Keyes. He'd just charge straight into a crowd of enemies and be immediately slaughtered when passing through the bridge. The tactic that worked in the end was triggering the enemies to spawn, then running away, hoping he'd follow me, then turning around and killing everything before he caught up with me again. It meant I got no help from the marines, though.
OS: Windows 10 64 bit Professional
CPU: AMD Ryzen 5900X
RAM: 48GB
GPU: Radeon 7800 XT
CPU: AMD Ryzen 5900X
RAM: 48GB
GPU: Radeon 7800 XT