I have just purchased Video Studio Ultimate X8. Excellent software btw, but I have had the same problem as many regarding this. It's absurd that transparency still isn't supported for animated GIFS.
But with a little figuring out, and some tips elsewhere as I really haven't found a proper solution online. I've figured a workaround.
First you need to convert your GIFS to TGA format. Easily done with paint.net.
Secondly, go into the "Capture" settings and select Stop Motion.
Click Import, and import the TGA images into the timeline.
Let's say for instance that you want a looping 4 frame animated image.
Well firstly, there isn't a continuous loop, so you have to keep adding in the same 4 image frames using the import so to loop X limited amount of times which will also determine the time length of the animation.
Once done, select the speed of the animation in the Image Duration drop down box. 1 frame being extremely fast & 30 frames being extremely slow.
Save
It will save it in .uisx format. You will find in a Video folder from the path below.
\Documents\Corel VideoStudio Pro\18.0\
You can now drag and drop the .uisx file straight into your video, and then use Customise Motion to move it around.
Hope this helps anyone