Shotcut Clip Background Making Transparency?

I would like to create a small clip for my Twitch account if someone followed with Shotcut. The clip is ready, but the background is black when I export it, even though I use Chroma Key… How do I fix that?

I do not understand…

A background and transparency does not make much sense, right?

There's nothing left behind the background, so it's black…

Yup, but I would like to have it so that it should not be black but transparency. A gif with transparent background

But then there has to be something behind the background that you can see, then it works.