What is your operating system?
Windows 10
What is your Shotcut version (see Help > About Shotcut)? Is it 32-bit?
21.01.29
Can you repeat the problem? If so, what are the steps?
1: Create a new project file with two (or more) video tracks. For example, this and this.
2: Export as a format with alpha (or as a frame)
3: Question why your exported frame doesn’t have an alpha channel. Blend: Over doesn’t help at all.
(Optional: Export a frame where only one track is visible and you will see that the alpha channel works just fine)