BursVR Actually, I have to correct myself.
'alpha channel' threw me off a bit.
An alpha channel and chroma key are two different things. I get what you mean now. But I also can't say with certainty why the chroma key functionality isn't working over DLNA.
mp4, like jpg, don't support alpha channel by default. There is a way to do it, but it's very specific and not widely supported. mkv for example does support alpha channel. - With mp4 it's easier to go with masking. But this requires pre-processing of the video.
Likewise, mp4 does not support spatial sound, mkv does. (Don't confuse with surround sound)