Yes, I never did figure that out. I use gimp for everything now but the final step.
In Gimp, I save the final cl as uncompressed TGA, I also have 2 TGAs pure black, 1 512x512, 1 1024x1024, I open the new cl in an old photoshop and create an new channel called Alpha1, drag the black tga onto PS, CTRL+a, CTRL+c, go back to cl'c alpha1, ctrl+a, ctrl+v, save as DDS.
SOA2 does not use team colours, so all black, but if I open the cl.dds the alpha channel is gone because it is all black, but it still works as it should. That is why some reccommend 1 px of white in a corner somewhere.
If you don't have access to PS, zip me a folder and I can whip up a few for you in a few minutes. just specify if you want 1px white or solid, or your seperate team colour tga.