Until I dare to assume that you are doing something wrong (since I do not have complete information), it is quite unusual for one key (even a multi-section key) to be so large. I have seen tables where the collection of all keys on a table can be large, but rarely a single key.
The whole point of the keys is to use a relatively small portion of the string to quickly find that string. If you get to the point that your keys are significant, you probably need to step back and review why you think you need these big ones.
It’s best to place a diagram here so that we can offer alternatives.
If you really need such large keys, you may find that the only alternative is to switch to another DBMS. For example, DB2 / z has an 8K limit for each key. I do not suggest that you try to buy a mainframe here, it’s just that the only DBMS that I am familiar with the restrictions on the top of my head - obviously, you should take a look at the DBMS, which will not cost a couple of million dollars to implement :-)