O-kay...
Strange!
You did use the window fix?
I opened the "tx_bh_windows_1_inner.bmp
You said...
"Save it all as DXT3" But...Look at the original "DXT3 512X512 16bit!"
This can make a difference.
It maybe coming from the way you save the "Alpha" also before you use it...'Alphas' should be 'Grey Scaled' I.E. Remove all color before you save it.Just the 'Alpha' though!
Also might wanna try to "Import The Alpha" with DXTBmp rather than refreshing it!
If this still doesn't help...If you want you can send me the files you are painting and I'll go through them.
Jeff