I'm on Windows but, FWIW, these are the video formats I see in Moho 13.5.5...
Off to check what the manual says now. Recently I asked about Moho's support for EXR which was mentioned in a features list but I'm not sure is actually present, so maybe there are some discrepancies in the manual too. Anyway, BRB.
Ok just saw the section in the manual (thanks for posting the page number.)
I'm going assume support for the missing formats is probably planned and got listed in the manual prematurely.
For now, the video format list posted by other users and me is what's currently available in Moho.
To recap, there's a known issue with some editing and compositing programs not recognizing the alpha channel in Moho's ProRes format. Previously it was thought this was a Windows issue but apparently it affects some Mac users too.
I'm surprised to hear you're having problems even with any of the formats using PNG-Alpha. I'll point the devs to this thread. (Update: Done.)
For the time being, rendering to image sequence is probably the most reliable option. (FWIW, this is what I use all the time both at work and on personal projects. This is mainly because I typically render for composting but there are other practical reasons to render to image sequence first, from animation program, not just Moho.)