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This is actually a common manoeuvre in checkmates with pieces that cannot triangulate (e.g. Knight + Camel). Often you cannot afford to triangulate with your King, because that would give the bare King the room to triangulate as well, thereby cancelling the effect. In Alice Chess no piece can truly triangulate, because they must alternate between the boards.
But I suppose there is a way around that when checkmating a bare King, as in that case it doesn't really matter on what board the King is: the bare King can never approach it without either moving into check or through it, both of which is forbidden. So you can treat it like the King is always on both boards.
P = 1, N = 3, (WA) = 3.5, B = 5, (BW) = 7.5, R = 7.5, Q = 13.5 is just a guess at middle game piece values under Alice Chess rules. Recently I thought about adding some Chu Shogi pieces to this variant. Multiplying the numbers for N, B, R by 1.08 brings us very close to the Zillions estimates that Antoine Fourrière listed in this article. Zillions values a Queen in Alice Chess as slightly lower than the total of a Bishop and a Rook (just as it does for FIDE Chess). The relatively low value of a Knight is probably because it is "Alice colorbound" (light squares on one board and dark squares on the other board).
A simple Alice Chess endgame with all chessmen on the first board: WHITE: King (f1), Pawn (a6) BLACK: King (a8).
After 1. a6-A7 a8-B7 2. A7-a8 and promotes. The Black King was never on the right board to make a capture. Looks like a Pawn may be worth fifty percent more in the endgame. Variant Chess: Volume 6, Issue 42 is available on the web, with three games on pp 20-21 and the article "Paradoxical Endings in Alice Chess" on pp 28-29.
You write
And then an Alice move is legal (as usual) when it does not expose the King to pseudo-legal Alice capture.
. As far as I can tell, this isn't quite true. It must also not expose the King during the intermediate time between the piece making its move and transferring to the other board. This can be seen in this quote from Vernon Parton's work:
Fools Mate in Alician style.
(1)P - K4, P - Q4, (2)B - K2,PxP, (3)B - Q Kt5 and the black monarch is checkmated.
Here it will be seen that the move Q - Q2 (as well as B - Q2) fails to intervene as the
Q (or B) would be transferred to the other board, still leaving their King in check to the White
Bishop.Naturally, the move K - Q2 is forbidden, because the King would break the Alician
rule that he must make a legal orthodox move before being transferred. (This quick mate was
given by Mr. C. H. O. Alexander on radio.)
.
Witch Windows Chess
Like Alice Chess but piece stays on the same board after moving if the corresponding square on the other board is occupied.
WHITE TO PLAY AND WIN (FIDE Chess position by Troitsky)
But there is no winning plan for the same position on the first board of a game of Alice Chess, as after 1. Ne4 d2 2. Nf6+ Kh8 3. Ne7 d1=Q 4. Ng6 the Black King is not even in check. Note that the Black KIng is inverted in the second diagram to indicate that it is the solitary piece on the second Alice Chess board.

It should not come as a surprise that elementary end-games can be completely different in Alice Chess. The pieces only superficially mimic the orthodox pieces, but in fact are completely different beasts: they are al locusts, which capture in passing, and should end on an empty square. So one cannot assume end-games like KBBK, KBNK or KNNK get the same result as in orthodox Chess. I am not sure if it has ever been studied whether these end-games are general wins.
KRK (and hence KQK) seems winnable, because a King is rather vulnerable in Alice Chess: it is not only forbidden to end on a square that is attacked, but also to pass through one. So Alice pieces are pretty good at confining a King; it does not really matter which board they are on. That means a Rook confines a King just like it would in orthodox Chess, and putting the Rook on the same rank or file as the bare King while you have opposition drives the bare King back in the same way, even if it would not actually check because it is on the other board. So the technique is pretty much the same.
Only for delivering the mate you have to be careful that the Rook actually checks, or it would be stalemate. Which is not entirely trivial, because pieces cannot triangulate in Alice Chess. But when a bare King gets confined to a1-b1 with the other King on b3, a Rook on the c-file can either go to c1 in one or two moves to get it on the right board, and to make sure the bare King is on a1 in both cases an extra King move b3-a3 can be played
The Troitsky study exploit the fact that two Knights can easily force stalemate, so that KNNK would be won if stalemate did not cause an instant draw (e.g. because it is an instant win, or forces the opponent to pass a turn). The extra Pawn provides moves that spoil the stalemate to achieve a similar effect, giving one of the Knights time to manoeuvre to the mating square while the black King stands trapped in a corner. But there still is a deadline in achieving this, as at some point the Pawn will promote, and the moves of the resulting Queen will no longer be irrelevant.
In the shown position the Knight is just in time to deliver mate before the Queen can be used, but in Alice Chess ends up on the wrong board for delivering check. But when Ne5 would have started on the other board, the line from the orthodox study would work just as well. Problem is that the Knight cannot triangulate, so you cannot get it to the same square in an odd number of moves to swap boards. So you should somehow force the black King to triangulate.
The problem in the Troitsky study is that the mate is really occurring in the wrong corner, far away from the Pawn, so that the other Knight (which must keep blocking the Pawn until the mate is only two moves away) cannot be used in the confinement, and you have very little control over what the black King does. So if there is a winning strategy here, it must be through driving the bare King to h1 wint King plus a single Knight, making use of the fact that f1, f3 and e4 form a no-go area for the bare King. In that corner you could use the 'free' Knight to guard h3, while moving Kg3-f2 to effectively lose a tempo:
I am not sure whether this will be possible. (And it also depends on whether the bare King arrived in the corner on a board where Nf3 would check it, or black would not be forced into the corner, but would advance his Pawn.) It would be interesting to generate End-Game Tables for Alice Chess. Since the Alice board has 2x64 cells, this would be harder than for orthodox Chess: each extra chess man gives another doubling of the size. For checkmating a bare King it doesn't matter on which board the other King is, though. So tables for end-games like KBNK are 8-times larger than for orthodox Chess.
From my point of view, the most interesting Alice Chess End-Game Tables would be:
King and Queen vs King and Rook,
King and Rook vs King and Knight,
King and Dragon Horse vs King and Knight.
I want to believe that a Dragon Horse(BW) can defeat a Knight on the 8x8 board, but it has never been tested. That confrontation can happen in four of my variants here, including my latest: Alice Courier Chess.
Meanwhile your Checkmating Applet keeps providing solutions to my questions. I was delighted to learn that King, Knight and Alibaba(AD) can force stalemate victories in:
25 moves on 8x8 --- 35 moves on 12x8 --- 36 moves on 10x10.

EGT on plain 8x8 boards can be generated with FairyGen, and I can confirm that Dragon Horse beats Knight there. As well as Bishop, Nightrider, Woody Rook (WD), Modern Elephant (FA), Phoenix (WA). It cannot beat a Commoner, though. But that is no surprise; even a Queen cannot beat a Commoner, when the latter is connected with its King. (Because the enemy King cannot approach it.)
Mate with Knight + Alibaba is an interesting case. The Alibaba is a 'potent' piece because of its D move, so if you can drive the bare King to a corner the Alibaba can reach, checkmating is easy. But of course the Alibaba can only acces 1/4 of the board, and on 8x8 there always is a single corner it can reach. (The Alibaba is also 'forking' in those corners, and together with the 'semi-potent' Knight it can also force an edge mate there, but that doesn't provide extra possibilities.) Apparently it is too difficult for Knight + Alibaba to drive the bare King to the deadly corner from any of the other corners, so the end-game is a general draw, with only 1% of the positions with black on move a forced loss. (Presumably because the bare King is already trapped in the deadly corner there.)
On 9x9 this goes up to 24%. In this case all corners are equivalent, and 1 of the 4 Alibaba placements (31% to be exact) allows forcing of checkmate in all 4 corners. When stalemating is a win 77% of the positions with black on move is lost. (And 99.3% of the positions with white on move is won.)
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WHITE TO MOVE AND MATE IN EIGHT MOVES
If the Bishop was on (f4), placing all the pieces on the same board, this would be a simple mate in two moves. But I needed help from ChessV to solve the given problem. Apparently the trick is to move the White King from (b3) to (C2), effectively "wasting a tempo". Bishops cannot do this in Alice Chess - while the Bishop could travel from (F4) to (f4) in three moves, that is not actually the same square. ChessV 2.2 game record is given below.