I don't think it is possible to mine Alloy with Claymore's Cryptonote miner as Alloy says it has it's own algorithm "Alloy is using its own cryptonight algorithm: alloy-cn so your hashrate will be different from other cryptonight coins." and you have to use the specific miners listed here https://alloyexplorer.com/#/pools

This version of Claymore mines Cryptonight, Cryptonight_V7 and CryptoNight-Lite. You could just give it a go and see what happens, nothing to lose but a bit of time.