Quote - I'd render the animation frame by frame with alpha channel and make the gif in Photoshop or Gimp or a trial GIF Maker (or any other available utility that can link individual images into an animated GIF).

Would that work or am I misunderstanding the problem?

This is what I was going to suggest.  Just render to a .tiff or a .psd depending on what program you are going to use.  I made some animated icons this way using GIMP at the time.