The newest version of Arnold/MaxtoA (needs to be updated manually) bakes alpha and diffuse just fine via RTT in Max 2019. No normals, though, so those would have to be rendered via diffuse and object space for the time being.
So the alpha for anything but the complete map seems indeed to be messed up in Vray, so I guess that's what I must have used. But that at least works, so turning all textures white (edit: Brainfart. Not even necessary, as the alpha itself is ok. I'm using a background object set to matte, matte for refl/refr and alpha…