No warning to mix screen 0 and screen graphic commands!

[DSMan195276]

if _SETALPHA works on all the image why does not do this work when we omit a range of color to say all colors into the picture?

Well, you never did that You were doing

_SetAlpha 100, 0

which is equivalent to

_SetAlpha 100, _RGBA32(0, 0, 0, 0)

, a specific color value. If you want to set the alpha for every pixel regardless of color I believe you can omit the second argument all together and do

_SetAlpha 100

. Or alternatively with an image,

_SetAlpha 100, , S2

.