JPEG cannot contain transparency. PNG-24 supports 8-bit transparency but both of your screenshots of Save For Web are strangely showing a conversion to GIF according to the info under the preview. (GIF can contain 1-bit transparency and pixels will be fully opaque where the source image is not absolutely transparent. There is a narrow strip of transparency along the left edge.)
Your Save For Web seems to be screwed so try closing Photoshop, deleting the SFW preferences then relaunching Photoshop and trying PNG-24 with transparency again. The SFW preferences file will be in ~/Library/Preferences/
There were 2 SFW files inside preferences... I renamed them and then restarted photoshop. No fix... Is there a speicifcally named file I should be looking for? the ones I renamed were:
Adobe Save for Web 12.0 Prefs
Adobe Save For Web AI 15.0 Prefs
I noticed the GIF data as well and thought it odd... But I'm relatively new to photoshop so I'm still figuring some of this out.
Thanks - I opted to place the file direct from PS to the InDesign Project. That worked fine.
The reason for the post is that I knew this fucntion wasn't working properly and need to figure out why.