Hi @Daniel I received word back from the product group. Using a SQL alias might technically work - at least when configured before installing AIP Scanner. However it has not been tested/documented and is therefore likely not officially supported.
The documentation refers to named instances, but does not mention a SQL alias. I would recommend opening a support case about this so we can look into this deeper for you. If you cannot create one let me know and I'll open a ticket for you.
Best,
James