The "Known issues" note about ZBX_ALIAS tells users to drop extra Alias
config files into /etc/zabbix/zabbix_agent.d, but no agent includes that
directory.
zabbix_agentd.conf includes /etc/zabbix/zabbix_agentd.d/*.conf, and
zabbix_agent2.conf includes /etc/zabbix/zabbix_agentd.d/*.conf as well
(plus /etc/zabbix/zabbix_agent2.d/*.conf). The correct shared directory is
zabbix_agentd.d (note the "d"), which is also created in the image and
documented as a volume earlier in the same README. Files placed under
zabbix_agent.d are silently ignored, so user-provided aliases never load.
Fix the path to zabbix_agentd.d in the agent and agent2 READMEs.