Hello @CoryXVbloom and welcome to the forum!
I believe that MP4 does not support transparent backgrounds, but may be wrong because I don’t animate. But you can use APNG instead if I understand this topic correctly:
Please excuse that I’ve moved your topic to a different category that better fits your concern, because your question is not in the development-area.
I hope you’ll find an answer in the topic I linked above, and if not, then please feel free to tell those who’ll help you further where you get stuck or what does not work briefly. In order to help you, they will also need your OS and the version of Krita you use.
Michelist