TRANSPARANT FACESET EDGES (PHOTOSHOP HELP)

It could be a number of things. To start with, make sure you're in "RGB Color" mode in Photoshop and not "Indexed Color" Second, make sure that blue area is completely transparent in Photoshop, so you want the rest of the face on a separate layer, and not flattened. If they're flattened, you'll see a locked "Background" layer in italics. If that's the case, then you need to separate the face from the blue, and clean up the white edges manually.

Assuming you have a dedicated layer for the face, with those soft white edges around it, you should see a checkerboard pattern where the blue is. That will tell you that there is a transparency. You could add a layer underneath it and fill it with a solid color to see if the white sticks out. Once you have it where you want it, remove the solid color layer and save it as a png and it should look right in-game. If it doesn't, VXA does something funky and your guess is as good as mine. :)