There are some bugs with transparency in PNG getting lost that should be fixed in the now current release 6.6.6.3.
I don't know that you want or should quote the [#]. I have not had problems without doing that.
How is that you want to combine two images? Do you want to make two frames or layers or do you want to overlay them in some way. If the latter, then see convert ... -compose ... -composite
http://www.imagemagick.org/Usage/layers/
With regard to your xcf image, perhaps you should post a link to the image so that others can test with it. You did not show your commands either, so no one can see if there are any mistakes.
I don't believe that PNG supports multiple frames/layers, so that is why you get separate images with -0, -1 appended. Use gif or tiff for example or some other multi-frame supporting format.
Consider:
convert rose: rose: rose: rose: rose: rose5.gif
identify rose5.gif
rose5.gif[0] GIF 70x46 70x46+0+0 8-bit PseudoClass 256c 17.6KB 0.000u 0:00.009
rose5.gif[1] GIF 70x46 70x46+0+0 8-bit PseudoClass 256c 17.6KB 0.000u 0:00.009
rose5.gif[2] GIF 70x46 70x46+0+0 8-bit PseudoClass 256c 17.6KB 0.000u 0:00.009
rose5.gif[3] GIF 70x46 70x46+0+0 8-bit PseudoClass 256c 17.6KB 0.000u 0:00.009
rose5.gif[4] GIF 70x46 70x46+0+0 8-bit PseudoClass 256c 17.6KB 0.000u 0:00.000
So the above has created a 5 frame/layer image.
convert rose5.gif[1-3] rose1to3.gif
identify rose1to3.gif
rose1to3.gif[0] GIF 70x46 70x46+0+0 8-bit PseudoClass 256c 10.9KB 0.000u 0:00.010
rose1to3.gif[1] GIF 70x46 70x46+0+0 8-bit PseudoClass 256c 10.9KB 0.000u 0:00.010
rose1to3.gif[2] GIF 70x46 70x46+0+0 8-bit PseudoClass 256c 10.9KB 0.000u 0:00.010
So the above has made a 3 frame/layer image from frames 1,2,3