How do I make GIFs stop having solid backgrounds??

First off, I apologize if the flair is incorrect for this subject. I'm not entirely sure what to categorize my issue as. Also, if I am just in totally the wrong subreddit for all this, I'd appreciate being pointed in the right direction.

Issue is what the title says. I'm trying to make an animated cursor for my computer that's Windows 11. Made the frames in Kleki, imported them to ezgif to make a GIF, then used that site again to convert it to a .ani file. Unfortunately, after doing this, 2 of the 3 frames no longer had transparent backgrounds, and instead had solid black ones.

I did some googling, and found that it may be that the converter was overcorrecting for pixels with partial transparency. So then, I went back and filled all the backgrounds a solid color, used ezgif's background removal tool for the whole GIF, and tried converting that into the .ani file. Well, now it's got 2/3 frames with a white background instead of black.

I'm genuinely so confused on what to do here. I've never made something like this before, and for some reason it seems like information on how is very, VERY limited. Any help would be amazing right now.

Thanks!