Sometimes they use models for that sort of thing. Certainly easier when you're doing crazy stuff like explosions and such. In my mind it should be easier to match light too🤷🏽 easier to light something small to match shadows to sun actor rather than if you're doing compositing🤷🏽 sometimes they even have a matte painting and a model in layers in front of the camera and across running in-between. But with today's HD TV's it might be easier to see the effect and ruin the illusion?

Depends how good you are at blending it I guess.

But often real places real makeup real whatever always looks better than whatever level of effects or cgi you've got🤷🏽