Python/Pandas bring value based on another DF

Use custom lambda function with generator with join for match multiple matched values, if necessary convert values to lowercase:

f = lambda x: ','.join(y for y in df2["first_name"] if x.lower() in y.lower())
df["Possiblities"] = df["Key_words"].apply(f)
print (df)
  Key_words Possiblities
0        ar             
1        va             
2        eb             
3        ne       Corine
4        ke