Shadow Matte with Alpha Transparency

I would like to render out a particle system (Niagara Fluid) and composite it into a scene that has been rendered in 3ds max/maya. I would like to be able to put shadow matte objects in front or as collision objects in Unreal, but do not want them visible in the render. They also need to be masked out in the alpha channel. My desired result is the particles visible in alpha only in the areas they will be visible in the final composite.

I have managed a matte material but have not gotten to have the alpha be a mask.
How do I do that?