After a lot of investigation, I have finally found a method to implement transparency in TAChart.
Since r38472, you can set Series.Transparency to a value between 0 (opaque) and 255 (fully transparent). The actual effect you see depends on the drawing back-end.
BGRABitmap offers the best support, AggPas, SVG and Canvas (the default) support is "good enough", and other back-ends currently ignore transparency.
So first, if anyone is interested, please test -- especially the default drawer on non-Windows widgetsets.
Second, I have a few questions for maintainers of LCL and various graphics libraries:
1) Transparency support for the canvas drawer is quite a hack: see
source. Is there a better way? (I think not, but maybe I missed something). Is it portable enough?
2) Is there a way to support transparency at the TFPCustomCanvas level? (Again, I think not)
3) Are there any plans for transparency support in FPVectorial?
4) Does anyone have any idea about possibility to support transparency on printer canvas?