Sorry for the many questions.
I have several map plots using lambert projections, because of their sector like shape, sometimes they could benefit from having transparent backgrounds when grouped together. What I want is to have the background outside the map transparent.
How do I achieve this? Many thanks!
Not clear what you mean. From the question I imagine you are overlaying the Lambert plots over something else. Plots are drawn on a big paper. This paper is white by default but that color can be changed (see gmt.conf). I imagine that one can set a transparency to it as well.
If you plot your maps with an opaque background color (-G+g) and then select the PNG (not upper case) output format then you get transparent PNG images what will be transparent outside the map. You can then stack these are you wish.