I worked around it by first plotting black lines and then the rest of the plot on top of it. This results in some lines being darker than in the legend, but it works for now.
The problem with alpha = 0.0 is that the legend disappears though (as it uses the same transparency). I think plotting outside the area and fixing the lims or alternatively plotting a single point as a line - plot!([0], [0]) - is the way to go