GITHub SSH key: avoid OPENSSH while having a "sha-2 signature" SSH key to meet requirements by both R2020a and GITHub after Nov2021

How to generate a SSH key, that is supported by BOTH Matlab R2020a (NOT OPENSSH formated) and GITHub's Safety Protocol after Nov2021 (SHA-2 signature)?

Context:

Matlab R2020a does not support OPENSSH formated SSH keys. Thus, Mathwork Help center recommends generating SSH keys in PEM format, e.g.

ssh-keygen -m PEM

(Ref.: https://ch.mathworks.com/help/matlab/matlab_prog/set-up-git-source-control.html#mw_b5884d8b-7c3e-4c38-b055-28e39b604147)

From my experience, playing around with ssh-keygen, this "-m PEM" extension will produce a RSA type SSH file.

When trying to use such RSA type SSH key for any GIT operation in the MATLAB GUI (e.g. right click at current folder -> Source Control-> retrieve), I get an error...

... indicating that RSA type SSH keys with SHA-1 signature are no longer supported by GITHub due to git protocol security updates on GitHub around Nov2021:

Ref.: https://github.blog/2021-09-01-improving-git-protocol-security-github/

By searching the internet, there might be RSA type SSH keys with SHA-2 signatures rather than SHA-1, e.g.:

ssh-keygen -t rsa-sha2-512 -b 4096 -C "GITHub ID" -m PEM

Yet, same error occurs, which brings up my inital question: How to generate a suitable SSH key for Matlab R2020a respecting the latest GITHub security protocol changes???

PS: I am aware, that newer versions of Matlab dont have this issue.