I found a solution that works for me: I can load the correct palette in mtpaint. Turns out I had been avoiding this option due to past failure in using it. The reason it failed before was because I needed the colors in the image to follow the palette move. If I'm just changing the background to something else, then it works fine. I can find palettes I like from other images, several images floating around have a transparent color 0 already.
I found a second solution that also works in mtPaint: in the palette editor I can change the color of the color 0. It doesn't matter what I change it to, in-game it is transparent. I can't change it to transparent in mtPaint, but I can at least change it to black.
In exploring palettes, I discovered something odd which had been previously giving me problems: the last 16 colors on the tactical palette have two different settings. One of the settings is a full gradient of a blue-grey color which has slightly inconsistent hue and saturation. The other setting involves just 5 of these blue-grey, 5 blue, 2 gray, and 4 spring green. In-game, the palette selection is inconsistent, leading to color changes of anything using these last 16 colors.
In the attached zip are two palettes. Palette 1 has the multi-color selection. Palette 2 has the single color at the end. I was originally working with the second palette, and I made a smoke rocket and smoke bomb using that color. In-game it looked fine some times, and sometimes did not look fine. I could not figure out what caused it to change, but now I know why it didn't look fine sometimes.
