Hi, I want to work with some shaders, make some transparrent windows etc. for a game. Will the shaders be lost in the tranferring-prosess from blender to unity?

Shaders in Blender will not work in Unity. Using a transparent shader in Unity is fairly easy though and probably very similar to how it's accomplished in Blender. If you're unfamiliar with the process you could post your scene in the community https://cgcookie.com/topics with your project and I can help you set that up.