Thanks for the reply Mr Happel,
After I posted this I did a little bit of research and the answer came up in adobe forums; namely exporting the gif as a .mov file and importing it that way helps with transparency. As for your question, no I did not see all the layers either in the import box or after they are all in the bin. I have no idea why, as in the psd everything seems to be in order.
Thanks for the pasting tip as well, helped a great deal.