The common denominator is that all the bits that should be transparent in your foliage are not. Should be simple enough to correct. My suggestion is that you pick a Unity tree and click on it's element to find out where they are stored in the utterly complex Unity folder structure.
I believe an imported tree and all its materials and textures need to be placed inside the folder and the subfolders of "Trees - Ambient Occlusion". Find the leaf materials and textures for Unity trees somewhere in there and try to replicate their settings for your foliage.
Even though Unity handles wavefront .obj files well, the most elegant way would be to render, create or download your tree, where ever it came from, in the .fbx file format. That would make importing it much easier.
I noticed from your last screenshot that you dragged your trees into the viewer. That turns them into a prefab (any imported object). Eventually, though, you need to import trees as a tree brush (the little tree button in your terrain settings > edit tree > add tree)