Here are my findings so far:
-PNG and "lost" background - this depends on the software you are using. Photoshop is not very good at this, and it will always (?) treat background as alpha. But if you open your image in Fusion, you can use the "make alpha solid" option, which will remove the transparency, an will show the background.
-Errors when processing with the batch tool - I downloaded your sample CXR files from our Dropbox repository, saved a .conf file with a few tweaks and denoising enabled, and processed all of those frames with no errors whatsoever. I am using Corona Image Editor from the latest daily build (30.08).
Are you sure that you are not running out of RAM during the processing of the frames?