I added a transparent gradient to the two characters here, you can see I circled them in the bottom right. But when I add a stroke to them, even the areas of opacity are outlined by the stroke, as you can see circled. How do I fix this?
Nice artwork. There is so much going on, I have a very strong feeling that I am not understanding what you are trying achieve? I initially took 'transparent gradient' to mean that the stroke faded away from the subject, which is better done with outer glow.
Now I am thinking you mean as below. The two red circles are the same, with one having a white stroke, which, as you said, is not working.
If you are after the following effect
Add the stroke
Make the layer a Smart Object
Add layer mask and run the gradient.
Having now answered every question _except_ the one you actually asked, I'd better let you explain so we can try again.