Hi there,
Just a word to say I've read the whole thread (back from holidays right now) and I don't understand the issue, at least the second one.
1/ about the alpha channel, it indeed is quite simple : each time you need alpha channel, just think ProRes 4444, that's all. Don't even need to tick any alpha option, it's "included by default"
;
2/ for this kind of roundtrip, to ease the workflow, start in Resolve > Fusion Connect > do the trick > save. Boom, refreshed in Resolve.
Now, if you prefer to make it apart, do the trick in Fusion > export in PR 4444 > import in an upper track in Resolve. If there's any trouble with alpha in Resolve : Media pool > right-click the clip > clip attributes > "premultiplied alpha"