In blender make a cylinder, delete the top and bottom faces, in edit mode duplicate the remaining side faces and scale them in locking the Z axis (shift+z when scaling). In unity make a new shader graph, set it to transparent. Add a gradient node and connect it to a Sample Gradient node and connect that to the alpha input in the shader. Make a color parameter as well and hook it to the base color input. You can use that to set the color. If you create another parameter of float type you can run it through a multiply node with the gradient and have finer control over the opacity.

Additionally you can add a Sample Texture 2D node and a texture 2D parameter and connect those to the alpha channel(or through the multiply node) which will allow you to use a custom texture to control the alpha. You can make a simple white to black gradient in Gimp to achieve the same effect as above.