Alpha value of D3DCOLOR has no effect for ColorFill and DrawString in DirectX9

Question

I want to draw color filled quads and also strings to screen on certain occassions. Sometimes it is better looking if the drawed rectangle is transperent. However when I draw the rectangle the alpha value seems to be ignored by DirectX 9.

For instance this is my DrawFilledBox and DrawString method:

bool DrawString(const d3dfont_s* pFont, const std::wstring& wszText, int x, int y, BYTE r, BYTE g, BYTE b, BYTE a)
        {
            //Draw a string on backbuffer

            if ((!this->m_pDevice) || (!wszText.length()) || (!pFont))
                return false;

            //End drawing sprites
            if (FAILED(this->m_pSpriteMgr->End()))
                return false;

            //Set data
            RECT rect = { x, y, x, y };
            D3DCOLOR d3dcColor = D3DCOLOR_ARGB(a, r, g, b);

            //Calculate font rect
            INT iResult = pFont->pFont->DrawText(nullptr, wszText.c_str(), (int)wszText.length(), &rect, DT_NOCLIP, d3dcColor);

            //Begin drawing sprites
            if (FAILED(this->m_pSpriteMgr->Begin(D3DXSPRITE_ALPHABLEND)))
                return false;

            return iResult != 0;
        }

bool DrawFilledBox(int x, int y, int w, int h, BYTE r, BYTE g, BYTE b, BYTE a)
        {
            //Draw a filled box on backbuffer

            if (!this->m_pDevice)
                return false;

            IDirect3DSurface9* pSurface = nullptr;

            //End drawing sprites
            if (FAILED(this->m_pSpriteMgr->End()))
                return false;

            //Create surface
            if (FAILED(this->m_pDevice->CreateOffscreenPlainSurface(w, h, D3DFMT_A8R8G8B8, D3DPOOL_DEFAULT, &pSurface, nullptr)))
                return false;

            //Fill surface with color
            if (FAILED(this->m_pDevice->ColorFill(pSurface, nullptr, D3DCOLOR_ARGB(a, r, g, b)))) {
                pSurface->Release();
                return false;
            }

            //Set destination area
            RECT rTargetRect;
            rTargetRect.left = x;
            rTargetRect.top = y;
            rTargetRect.right = x + w;
            rTargetRect.bottom = y + h;

            //Copy surface into backbuffer at desired position
            bool bResult = SUCCEEDED(this->m_pDevice->StretchRect(pSurface, nullptr, this->m_pBackBuffer, &rTargetRect, D3DTEXF_NONE));

            //Release surface
            pSurface->Release();

            //Begin drawing sprites
            if (FAILED(this->m_pSpriteMgr->Begin(D3DXSPRITE_ALPHABLEND)))
                return false;

            return bResult;
        }

As you can see I am providing an alpha value using the D3DCOLOR_ARGB macro. However alpha seems to be simply ignored.

I googled for hours, but apparently no one has had that problem before, I cannot find any threads about that.

What am I doing wrong?