Can't add a border to a transparent progress bar without losing transparency?

As stated in the title, I’m able to create a progress bar with transparency (when bar isn’t full, you can see through the “non filled” part); however I want to add a border around it, which always seems to suppress that transparency, because the border “fills” all the background it contains.
I know it’s supposed to be possible because I did it long ago in UE4 on another project I deleted… But I can’t find a way to replicate it? I’ve spent 10+ hours searching to achieve something extremely basic and I’m losing my mind.
Thank in advance for the help.

Example without border:
image
With border (no other change):
image

Styling in the progress bar a bit tricky, you can override styling manually or create a custom for further styling however an easy workaround is like below.

Use an image for background wrapped inside an overlay as border

Thank you so very much! You saved my sanity!
Have a nice day!