HI all 
I just got this too, so I’m playing catch-up to holly
as usual….
On the AI export…
From the docs
You’ll notice that when you choose AI as an export option, the Area Gradient Fill mode become unavailable. This is due to the fact that Level 3 EPS is not currently supported by VectorStyle 2
it would probably be easier to use SVG instead of AI
On transparency,
that works for me,.. as long as I set the slider in the fill options tab, and your shader has some transparency value.
One issue I do have is EPS,. ..
Xara gives me an error when I try to open or import any of the exported eps files, and that’s a first for xara which normally handles anything
Flash works fine and that’s probably where it’ll be most used.
the first image is a flash frame, with the transparency showing on the cube.
the second is SVG with some issues on the “non transparent” sphere, but the cube and transparency seem ok

Click thumbnail to see full-size image