@Bleke - I’m answering your question in this thread rather than keeping last month’s active.
The existing Krita 4 RGBA brushes that Ramon made have a small symbol with red, green, blue and chequerboard for alpha:

You can get additional brushes such as in the bundle wojtryb made last year:
The brushes I’ve made myself in Krita 5 are usually done by creating a tip with values representing thickness (can use real captured dabs/textures for this), and the surrounding area needs to be transparent. I select and copy it to clipboard, choose ‘+clipboard’ option in brushtip section, then select ‘preserve alpha option’ when saving. You can select the ‘lightness map’ option for brush mode if a brushtip has been correctly saved as RGBA (it will select this mode as default anyway).
In Krita 4 you can use the pixel engine with RGBA tips, and in Krita 5 you can use pixel or colour-smudge engine.
These kind of brushes are very difficult to make well though - there’s so many things to consider; I’ve made over 60 test presets in Krita 5 and it still makes my head spin! ![]()