Have you made one with a transparent background?
Yes, I have, but don't ask me where to find one right now. LOL
I use "Gif Construction Set" to make animated gifs, transparent or not, and to transparify other gifs that I want to place somewhere without a solid background around them - or just to "look" at animations that I'm curious about - how many frames there are, etc.
Transparent backgrounds are easy, but you need a solid background behind the object you want to be transparent on another graphic. If the background is the same solid color in every frame, you just make each frame transparent BY that background color.