I was just fiddling around with an interesting animation application for GNU/Linux called Synfig. What's good is that animations can be imported into Kdenlive from Synfig, with transparency! This is pushing the limits of what should be done with Kdenlive, so results may vary.
First, create a small animation using Synfig, try following this tutorial on their web site. Note: the project's frame rate--in the Synfig new dialog--should be set to 25 (to match Kdenlive).
Having created an animation, select Render from the right-click file menu (it's like GIMP, right-click on the image to get the menu, or on the little arrow at the top-left of the canvas).
Leave the Filename as 'output.png'. But click choose... to show a file dialog, use this to create a new directory for output files, there are going to be a lot of them...
Set the Target to 'Auto'.
Uncheck Use Current Frame.
Hit Render! Then wait a couple of seconds.
Inside that directory will be a pile of newly created .png files. One for each frame of the animation. In Kdenlive, right-click in the Project Tree, click Create Clip then Create Slideshow Clip.
In the dialog that appears set the Image Folder to the one with the .png files of your animation. Make sure Image type is set to 'png', whilst Transparent background should be checked. Most importantly, set the Duration per Image to '00:00:00:01'. This means one image is one frame. Translating perfectly between the two applications.
Finally click Ok and drag the newly created slideshow clip onto the timeline. If Kdenlive doesn't show the clip properly (seems to happen to me rather often), just save the kdenlive project, then restart Kdenlive and open it again.
Notice that Kdenlive can handle transparency in png images, so transparency in the animation is preserved! Pretty sweet. Hope this helps someone. :)