I think it may be more common to import a JSON file created in an external program, which would give you more control. In case of this particular bmp file, when I Extract Sprites, it gives me well over 100, because it identifies sprites by transparency. Something like Texture Packer could help with that ), and I think Adobe Flash can do it as well if you’re more comfortable with that.
Once you have all Sprites from your JSON or however you get them, you can select all of Sprites at once and move Pivot Mode, using Property Matrix as described above.
Alpha problems you’re having is a separate issue, and it would be best if you created a new post for that so I can get one of our texture/material guys to look into it.