Hi djentlemankirby,
The fix for pixels where the alpha channel is 0 just arrived in today’s version 2020.1.3 of the Texture Tools Exporter, which means that exporting this image should work now! You shouldn’t need to change your workflow at all, but if you’re interested in the technical details, please see my post here.
We also changed the BC3 compression behavior so that now BC3’s Fastest compression level uses CUDA acceleration, which should hopefully solve the second problem.
For more information about changes in 2020.1.3, please see the release notes on https://developer.nvidia.com/nvidia-texture-tools-exporter.
Thanks again!