What happens to Allies displayed at the Alley location (from its At This Location ability) if the location is not closed (either failing the scenario or guarding the location and defeating the villain.)
From the Core Set Rulebook, under "Ending a Scenario, Adventure, or Adventure Path"...
Next, if any boons that are displayed or in a recovery pile could be recovered, banished, or removed from the game when a certain condition is met (such as during recovery, at the end of an encounter or a turn, or when a location closes), process them as if that condition is occurring; treat all characters as local while doing this. Then put all non-boons back in the vault. Next, rebuild your deck (see Rebuilding on page 17). Finally, put any remaining cards back in the vault.
When the scenario ends, treat it as if the location just closed.
Additionally, if any boons are still displayed anywhere after doing this process (for example, there's no instruction to say that they would ever be un-displayed for any reason), then you'll pick them up and be able to use them in rebuilding anyway.
From the Core Set Rulebook, under "Rebuilding"...
After each scenario, whether you won or lost, you must rebuild your deck. Start by combining your discards with your hand, your deck, your bury pile, and any cards you displayed [...]
Basically; if any boon is left on the table after banishing cards in locations and trying to 'resolve' any ongoing effects, then it's free to be put in your decks.
Thanks.