So I don’t have uncompressed AVI export option. Does anyone know how I can obtain it
If you're on a MAC you do not have an option for AVI export. AVI is a Windows-only file format.
If you're on a Windows machine, both Hitfilm Express and Pro have Uncompressed AVI presets with Alpha, and I don't know why you're not seeing them.
If you ARE on a PC and don't seem to have those presets, you can make one by right clicking in the Export Presets window and selecting "Make new AVI"
All that said, you shouldn't use Uncompressed AVI. It's a beast of a video format that will with 1920x1080 video at 30fps will eat up 1.5 gigabytes every 8 seconds. Very few drives will have the throughput to keep up with that data rate. Uncompressed AVI is a "legacy" and "placeholder" format from before Hitfilm adding good intermediate codecs like Cineform. I would highly recommend using Cineform with Alpha if a video file is desired. Otherwise, PNG Image Sequence export (with Alpha) might preserve more detail. If on Hitfilm Pro OpenEXR Image Sequences (with Alpha) are the highest quality output in all of Hitfilm, but don't expect an OpenEXR image sequence to play back in real time.
TL/DR don't use Uncompressed AVI, use Cineform.