UE4 - Transparent renders created in UE4, make textures with green Backgrounds, why?

Hi I used the High Res ScreenShot with selection and Buffer Visualization to render transparent images, wich means, you select an actor, turn on “render customdepth pass” and then I get a transparent image, showing only my actor and no backgroud… BUT… If I use that image in Unreal, that background appears “green”, why? same problem if I try this render in Maya or any software…, this images are .png, so they do appear without background in Photoshop, If I try to open them there and re-export them to UE… same Green background.

What can I do?