[MapProxy] Tiles partly black instead of transparent

[Gerald Kogler]

I'm facing an issue with WMS tiles produced by QGIS. At zoom level 20
MapProxy fills empty parts of layers in black. This happens for certain
geometries, mostly polygons where I only show a stroke but an empty
fill. Here you can see a capture: https://i.stack.imgur.com/BNnkO.png

It seems to be a problem with transparencies as the parts with content
are white instead of transparent. Here the essential part of the
configuration:

sources:
  test_wms:
    type: wms
    req:
      url: http://qgis-server.com/service?
      layers: Test WMS
      transparent: true

You can check it live here, the described behaviour happens on the
highest zoom level: http://mapa.psig.es/ssa/

I already updated Pillow to the last version as recommended in another
thread, but without success.

Any hints?