There are indeed transparent-background Horses, wagons, and carts, in the Roll20 Marketplace. With those it is possible to assemble your own caravan train with transparency. I may have missed it, but like you, I haven't yet found a complete pre-built caravan in the Marketplace that has transparency. I looked briefly and then used a slight workaround method. When my group encountered a caravan recently I used one of Gabriel's maps from the marketplace which has a caravan on a wilderness-road background, and the same pack also offers the individual wagons with transparencies, that you could line-up to make your own transparent caravan. Link to that pack "Quick Encounters Woods Wagon Train", <a href="https://marketplace.roll20.net/browse/set/715/quic" rel="nofollow">https://marketplace.roll20.net/browse/set/715/quic</a>...