Support for alpha in video?

Hi, I´m exploring UE4 to use for generating sets for greenscreen work. I´m so far unable to import video with alpha channel on Windows (it does work fine on Mac but my Windows rig is more powerful). I´ve tried QT Animation and DNxHD. UE4 editors tells me “The Media file failed to open. See Output Log for details” but there is nothing in the log, no new entry, nothing.

Any tips for bringing footage with alpha (pre-keyed in After Effects for maximum quality) for use in UE4? Thanks!