public class MyEntity
{
    [Key, Column(Order=0)]
    public int MyFirstKeyProperty { get; set; }

    [Key, Column(Order=1)]
    public int MySecondKeyProperty { get; set; }

    [Key, Column(Order=2)]
    public string MyThirdKeyProperty { get; set; }

    // other properties
}

public class User
{
    public int UserId { get; set; }
    public string Username { get; set; }
}

public class Ctp5Context : DbContext
{
    public DbSet<User> Users { get; set; }

    protected override void OnModelCreating(ModelBuilder modelBuilder)
    {
        modelBuilder.Entity<User>().HasKey(u => new
        {
            u.UserId,
            u.Username
        });
    }
}

public class User
{
    public int UserId { get; set; }
    public string Username { get; set; }
}

public class UserConfiguration : EntityTypeConfiguration<User>
{
    public UserConfiguration()
    {
        ToTable("Users");
        HasKey(x => new {x.UserId, x.Username});
    }
}

public class Ctp5Context : DbContext
{
    public DbSet<User> Users { get; set; }

    protected override void OnModelCreating(ModelBuilder modelBuilder)
    {
         modelBuilder.Configurations.Add(new UserConfiguration());
    }
}