Nice work, Lain. A bit different from the style of the other Ermorian units, but it does look pretty good.
Yeah, Dom3 seems to be a bit picky about the alpha, and displays those poorly, making them the typical dark "halo" around the sprite. The general convention here is based on the method used by Kristoffer O -- plain sprites with no alpha, using 0,0,0 as background transparency and, as you know, 255,0,255, for shadow.
(The game apparently
can handle alpha transparency, but it's not really clear to me how it does it or how to properly take advantage of it, from what I've read. I'm still trying to figure it out.)
You may or may not know about it (you're clearly far more advanced in graphical artwork skill than I am -- I'm still most definitely a beginner), but, in case it happens to be helpful, a great short post giving some information about it can be found
here.