Hi,
I'm really sorry you're still experiencing this issue, it's very strange because I still can't reproduce it. Even your supplied file renders fine for me with correct alpha information. Anyway if you want to merge in the x-reffed material you can open the
References > XRef Objects menu, right click on the XReffed materials and select Merge in Scene.
You can then check the material to make sure it has all the correct alpha settings which will help to determine if the material is actual the one on the source object or if it's being found somewhere else.
I hope that helps and that we can get to the bottom of this issue for you.
Thanks!
Paul