I'm looking for the easiest and quickest way to export an animated .gif from my video on Premiere,
but keeping the alpha channel / transparency.
I can't do it directly with premiere. I need to import my video (.flv, .avi 32bits, .mov 32bits) on Photoshop, then export for web (thank you, you kept this option... sincerely, with do you want to move it as an option ? to remove it next time ?).
But because it's photoshop, there are some limitations (duration, format, codec).
I don't think you can export a gif with an alpha channel directly from Premiere. I haven't really done it, but my guess is that you're going to want to export your sequence as a video with alpha from either Premiere or After Effects, and then go through the gif-making process in Photoshop (export for web, etc.)
There may be other apps/plugins that can do it as well. In general I've found other gifmaking software to be a better overall experience for gifmaking than trying to do it directly from Premiere, but I'm by no means a regular gif-maker, and again-I haven't done them with an alpha channel.