the new gunsight model does not need the "alpha" file.
now true black is transparent on the main image.
also, gunsights have to be 256 (8 bit) color.
though i suspect he is talking about the actual reflector glass part of the gunsight.
no those can not be changed, they are part of the 3D model.
some are "tinted" like the german ones, to help block sunlight and stuff. if you are seeing these as a blue shade i suspect you are having some kind of graphics problem, because they are mostly just grayish, making it a bit dimmer looking through them.
waffle's new sights are a good starting point to understand how sights are made.
remember though the outter pixel of the sights need to be black or the last color will tile over the rest of the recticle