As I understand your use case you have a list of clips made to run one after the other, correct? As a last entry to the list you add a image file (PNG or TGA) that is fully transparent. You can add that like a video clip, except you need to switch to the image pane. Then you set the properties (on the right) to a fade effect of, for instance, 12 frames and make it to play after the last clip using autoplay. That should fade out the video, if done correctly. Basically it is only a way to not use a custom command, when you are unfamiliar with the AMCP protocol.