Hello Francois,
As you noted, BMP and JPG file formats do not support overlay information. There are two approaches to your problem.
1. Write to PNG file. PNG is not a LabVIEW specific file format. It cannot, however, be read by simple programs such as Windows Paint. Paint Shop Pro, Photoshop, among other more robust image viewing and editing programs can handle PNG files that LabVIEW generates.
2. Flatten the overlay information into the main image before writing to BMP or JPG. I don't believe this functionality is built-in to LabVIEW, so this would require some programming, perhaps quite difficult. That is why LabVIEW supports PNG files.
Jeff Boettcher
National Instruments