Currently there is no way to set the alpha value of a map marker through the mission editor.
However, it can be done via mission.sqm as follows:
class Markers
{
items=2;
class Item0
{
position[]={10,20,0};
name="Opaque_Marker";
text="This marker is opaque";
type="b_hq";
colorName="Color3_FD_F";
alpha=1;};
class Item1
{
position[]={20,10,0};
name="Transparent_Marker";
text="This marker is transparent";
type="b_hq";
colorName="Color3_FD_F";
alpha=0;};
};