This problem has been solved. I am leaving this video up with the solution in case if anyone else ever runs into this problem.
Sorry for not doing this sooner, but what I was doing wrong was not checking 'Alpha' while the 'Exporting [File name] to .vtf' window was up.
P.S. Thank you, TOG | K1CHWA for your help.
I am having a problem trying to create transparent .VTF files with the GIMP plug-in. I have made this video to show what exactly I'm doing so that someone who does know what they're doing can tell me what I'm doing wrong.
As I have said in the video, I cannot use VTFEdit.