No, there's no special requirement beyond what is already described in the manual. How are you generating your alpha channel data?
From the ug_vip.pdf :
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When you turn on Alpha blending in the Alpha Blending Mixer parameter editor, the Avalon-ST input ports for the alpha channels expect a video stream compliant with the Avalon-ST Video protocol. The first value in each packet, transmitted while the startofpacket signal is high, contains the packet type identifier 0. This condition holds true even when the width of the alpha channels data ports is less than 4 bits wide. The last alpha value for the bottom-right pixel is transmitted while the endofpacket signal is high.
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