Vertex Alpha - not possible to export through fbx

Hi guys. Need really urgently your help. I tried to find out the information if its possible to export vertex alpha information through fbx format and i was not succesfull. Really lack of informations all around so i want to ask a simple question. Is it possible to export vertex alpha information through fbx? I read something it should be possible but im not able to reach the result.

I painted Alpha with Erase alpha brush so the inner section of the rectangle should have alpha value on 0 but when i import the fbx in 3rd part software i see the whole vertexes set to 255 so full opacity. What 3dsmax doing with ease blender have a big problem. Thanks in advance for any of your answers.