I selected the transform in the VSE of the images from the 90 degree angle, then the 45 degree angle and then straight on. I hit shift + a and selected alpha under which made the first two visible and the last one not visible. I tried selecting them in that order again but then picking alpha over and I got the same result. I tried multiple other ways but it seems that no matter what I do, whichever transform I pick last is invisible.
Hmm, I'm not sure what the problem is, but just maybe watch the video again to make sure you are putting all the tracks in the right order and applying them to the right strips.
It sounds like you just need to apply the 2 alpha over(or under) to the 1st alpha over strip (not the transform strip)
But make you can post some images or a video on how you are doing it and what is going wrong.