You can have transparent areas in PBR and also on export to glTF. But it is limited and you need to include it directly into your base texture. This can simply be a png with a cut out section. Or you can lower the opacity of the entier image to make it semi-transparent. This will work in Falcon. Octane Render also lacks a trasparency dial in the PBR shader but you can mix it with a spectacular translucent shader - maybe you can do this in Cheetah as well. Of course if it works it will be only for a rendering and not for real time export.
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I just realized in Cheetah you can not mix shaders, only textures