To export “*.tga” format with alpha channel you have to set your AfterFx project at 32 bit and set the render to:
-32 bit
-millions of color+
-RGB+Alpha
-Straight (unmatted).
If you open your tga in photoshop you can find your “alpha” in channel tab.
Create a selection of alpha channel with “ctrl+click” and apply it to your image in layers tab with “add vector mask”.
I tried this in AdobeSuiteCC2014 and works well!
Good luck! 😀