As has been said before - there is no straightforward way to set images for pressed/released states of button. Only thing you can do is changing image opacity on button press (alpha_mod under additional button options or overlayXX_descYY_alpha_mod parameter in .cfg file).
Common approach for animated overlays is to make background with “pressed state” button image and place real button on top of it. alpha_mod should be 0.001 or something, so button will literally disapear on press, revealing background. This method has strict limitations: overlay opacity should be 100%, can not animate whole d-pad tilt, does not work on top of game viewport…
Also after this question I’ve tested image with alpha value of 1 and button alpha_mod=255. And it works well - non-colored pixels remain transparent! This actually makes possible to show image on press instead of hide.