A final tip for this.
If there is an effect that does not preserve alpha and you want it to preserve alpha, go into your effect directory and find the name effect you want to edit.
1) Open <effect_name>.fx
front.rgb /= front.a;
front.rgb *= front.a;
3) Comment them by adding "//" to the beginning of that line
4) Save with a different name
5) Open <effect_name>.xml and make sure to change the id that its found between "<id>" and "/<id>" to another value (each effect is required to have a different id).
6) Save with the same name as your .fx file
7) Close and Open C2 and use your new alpha preserving effect
Of course, this does not work with every effect but I could at the least apply it to the "brightness" and the "vignette" effects that I wanted to use in my project.