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Quite a number of terminal emulators have this feature. Alacritty and xfce4 terminal as well.

As far as I know pretty much every Linux terminal emulator has an opacity setting so long as you have a compositor installed

And konsole

(And pretty much every Linux terminal)

And powershell (if I understand what is being described).

That would be Windows Terminal, the application inside of which PowerShell and other shells run.