you could always draw a square that fades out.
Yeah I do I said I was doing it manually but sorry I didn't explain that I was doing it using a rectangle from obj_control.
I have now moved the logic into an obj_intro which gets called from obj_control room start event (for when you quit back to main menu) as per below code.
Its much nicer having this logic cleaned out of obj_control so thanks for your suggestion
obj_intro (just a fader at this point since I haven't made an intro)
CREATE:
fade_alpha=1;
fade_rate=0.03;
instance_deactivate_all(true);
DRAW:
if (fade_alpha > 0)
{
draw_set_color(c_black);
draw_set_alpha(fade_alpha);
draw_rectangle(0,0,room_width,room_height,false);
fade_alpha-=fade_rate;
} else {
instance_destroy();
instance_activate_all();
}