Paths are paths. There is no need to set anything. Artboards are just a paper simulation and will not interfere.
Is there a way to have the Transparency options available when you save the AI file?
No. Again, it's completely irrelevant for paths. They are geometric descriptions of shapes and areas, not actual pixel data. Transparency options are only of consequence for pixel formats and even then it's up to the target program to interpret this - a TIFF with an Alpha channel wil lstil llook opaque outside AE or PS, for that matter. You are worrying over nothing.