I already said before they are 4096x4096 and yes, they are around 20mb each, which is really big. Although, AVI's would probably compress better if they were only 1-10 frames.
I doubt that AVI is the only way to go though. Since they would, as you said, take away the transparency. Couldn't you use the flip controller in Nifskope to switch the textures? I think that's how many people do it.
Again, of course, you'd be working with this 20mb file o_O.
Haha. Well I won't request it. It already looks AWESOME =) Keep it up man!
(I might try making it animate myself, I just can't let go of the idea right now).