Hey dude! I signed up just to respond to this.
I too was vexed by the inability to record video within Resolume without alpha. Here's the solution.
1. Download Syphon Recorder. It's open source and works great. http://syphon.v002.info/recorder/
2. In Resolume click Output>Texture Sharing(Syphon)
3. In Syphon Recorder, go to Preferences and choose Apple Animation as your codec. Check Preserve Alpha Channel.
4. Hit record in Syphon Recorder! Dunzo.
Hope this helped you!