We consider elliptic transmission problems with complex coefficients across an interface. Under proper transmission conditions, that extend known conditions for well-posedness, and sub-ellipticity we derive microlocal and local Carleman estimates near the interface. Carleman estimates are weighted a priori estimates of the solutions of the elliptic transmission problem. The weight is of exponential form, exp(τφ) where τ can be taken as large as desired. Such estimates have numerous applications in unique continuation, inverse problems, and control theory. The proof relies on microlocal factorizations of the symbols of the conjugated operators in connection with the sign of the imaginary part of their roots. We further consider weight functions where φ=exp(γψ), with γ acting as a second large parameter, and we derive estimates where the dependency upon the two parameters, τ and γ, is made explicit. Applications to unique continuation properties are given.