adele I have read your email, and your screenshots show the "Auto key" button is disabled. So if you change the alpha value, you need to press the key button next to the color property to record the change, but I guess you may have moved the timeline bar before doing so.
When there are changes in that frame, but they have not yet been recorded in the key, the color of the key button will be orange. Make sure you are recording the color key correctly.
