Most time I bring in something with necessary alpha, I use PhotoShop file format. And it is in CMYK if the job is destined for print. I find mixing RGBA on top of CMYK elements in XDP causes most issues.

If I get a bounding box from elements built inside of XDP that uses say drop shadows, it is often because I am defining the shadow color using RGB. Changing the shadow to CMYK has been successful for me. If I need certain effects in XDP and no matter what I immediately try I get a bounding box showing conversion issues, I just do them in PhotoLine as CMYK and export the file as a PSD to bring into XDP.

Take care, Mike