I made some progress, on the DirectX support and got the alpha included with the RGB. The performance is 1 ms to update the window on win7 using a modern PC (however this drop to 300 ms using a...

I am exploring the possibility to render a main windows dialog using OpenGL which could have 32-bit per pixel (8-bit alpha, 24-bit color).

So, far I get the render to work and display to work, but...