As far as I'm aware there's no way in either DX or GL to re-use RT 0's alpha for all the blending operations. Unfortunately, it doesn't seem to be something that's supported by hardware.
You can configure different blend modes for each render target, or enable blending for some and disable for others; however, if blending is enabled for a render target, it always uses its own alpha.
There's also a mode called "dual-source blending" (see DX11 doc and OGL doc), which allows you to specify the alpha for blending with an entirely separate output from the pixel shader, not the render target's alpha channel. However, this mode only works with one render target on current hardware.
So as far as I can tell, the only options for blending several render targets with the same alpha are: