Remember, a skin is just an XML settings file for MusicBee to read.
So anything you put in there has to be something MusicBee specifically knows how to handle.
Googling random sites that are talking about alpha channels or hiding borders for web pages or something else won't help you here unless Steven has implemented it.
It's not like there's a standardised color system that will magically work in every program.
Bee excellent to each other...