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

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

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