Green screen removed but exports with black background

Hello,

I'm no Premier expert but I have been using it now for five years. One thing I have created a number of times is elements utilizing a green screen. I use the Ultra Key, remove the background and then import that clip into a video project. For some reason my latest one is not working properly. I have followed the same steps.

1. Add the Ultra Key to the video clip with the green screen.

2. Use the eyedropper tool, and click on the green screen. It turns black. 

3. Export the clip.

4. Add to my project.

For some reason, this particular project when I add it to my video timeline and put it over another video clip it transfers in with a black background, therefore, covering the video under it. I have done this three times now with the same results. I even moved the green screen clip to video 2, prior to exporting, and added a video under it. The video shows under it. But I lose it when I export it. I have used the clip and built my element in my project and it works fine. It seems to go wrong at the export. 

(see included screenshots before export with a video in the background and after it has been exported and added to my project)

What am I missing? Is there a change in export settings that is creating this issue? 

Thanks in advance!