Two Questions

[Savie]

If your main chat is fading to 0% opacity, then you need to set the other two the same. Just copy the settings from the first over to the other two, the fade is already there, you just have to set what it fades to...

More than likely from what you've described at least, the main window is set to:
Normal Settings:
Background: 0%
Frames: 0%

The auto fade settings are in the options window, but all the chat windows will fade the same, they just need the same fade settings from the chat window options menu (R click the chat window).