
Avoid bringing ranged-focused brothers with you, especially archers, because Alp fights take place at night and piercing weapons do less damage to them.
Resilient perk reduces the duration of sleep to 1 turn. In addition to a passive Resolve buff, which slightly reduces incoming damage from Nightmare attacks and provides a slight increase to the chance of brothers waking up unprompted, the Rally skill wakes up every sleeping brother in range - it saves a lot of Action Points needed to wake up the team and allows more aggression or maneuvering. Bring a bannerman with high Resolve and Rally the Troops perk. Indomitable perk grants 50% damage reduction. Releasing a hound can save your mercenary, but can otherwise unfavorably shuffle Alps upon bite.
If you're already in the middle of a fight and one of your brothers is at low health and at risk of dying, make sure he is not asleep.
Don't risk bringing brothers at low Hitpoints and with low Resolve. Higher the Resolve, the less HP damage your mercenaries receive. The Nightmare skill does direct HP damage and never misses, so Melee Defense doesn't play any role here. Sometimes Alps are accompanied by Direwolves - adjust your positioning and actions accordingly. Alps have no zone of control so you can move freely. Using a Falcon will reveal the disposition of the opponents to properly position your mercenaries. But properly rooting them with the Nets requires adequate Vision, which can be substantially limited by heavy helmets, traits and injuries - in addition to the Nighttime debuff. Alps trapped in Nets can't teleport, nor can they Break Free or Free Ally. If you get ambushed by Alps or if you go into an alp fight unprepared, there is a high chance of losing brothers. Immune to injuries, bleeding and poison.
Nightmare does 25 damage - 25% of your current, will at least do 5 damage, ignores armor, never misses, can only be used on sleeping brothers and will wake them up (has a range of 2 tiles)