We show Raman Scattering measurements by spin flip excitations of a spin polarized two-dimensional electron gas embedded in a doped CdMnTe quantum well. Depolarized Raman spectra exhibit a coexistence of the collective Spin Flip Wave and the Single Particle Spin Flip Excitation. At vanishing wavevector, we show that these excitations provide direct deternimation of Z, the bare and Z*, the enhanced Zeeman energies. We link these two quantities with recent magneto-transport measurement of the spin susceptibility enhancement due to Coulomb exchange and correlations.