Hi DanC,
Thanks for your feedback and for trying to help.
The image you send me cannot be imported in Spine (because its resolution is 6000x4000 with 64bits depth and 122Mb size).
I have tried another image using the settings you are suggesting, when imported into Spine it displays a png where all transparent pixels are white.
In Unity, using these settings the transparency is preserved but there is a white halo around the opaque parts, I can opt to though to use exr or psd or png with black Matte - export options that display transparency as expected.
In Spine, the only format that supports transparency is png - and pngs from Affinity Photo does not work. It is very nice that Affinity Photo supports the Spine json format (this lets you assemble the spine skeleton using minimal effort) but without proper png export I have a thorn in the workflow (I need to use another program as described above).
If you wish to test it for yourself, the Spine Trial is here http://esotericsoftware.com/spine-download and the workflow to diaplay an image is described in this video, from 0:15 to 2:30.
Kind reagards,
Ippokratis