Turn off the eyeballs of the layers you don’t want in the render, so that what you see on the screen is what you want, the black background being an alpha or transparent.
“Ctrl M”, brings up the Render Que (don’t use, File>Export, its too limited), then double click the Codec shown for “Output Module” (in blue, Lossless is the usual default), this brings up the Output Module Settings.
Select a Codec, Format>Quicktime Movie, (Animation is a good one, its lossless). Video Format>Output Options to choose “Animation”. Then in that box for “Compressor” choose “Millions of Colors+ “.
That + is the important thing, it means you’ll have Alpha. No +, no Alpha.
Now the Depth box should say millions of colors+, and when you render you’re good.
Several Codecs support Million of Colors+, png, Targa, more, so you don’t have to use the Animation Codec, you just need that +.