Alonzo has no context to how Jake got out of the hit job at Smiley's apartment. When he asks Jake who his witnesses are he asks "Roger? Smiley?", he's saying this assuming that Smiley is dead, just like Roger. At the end of the film, when Jake has his gun still pointed at Alonso, not having killed him yet, Alonzo realizes Jake likely hadn't killed Smiley.
Jake Hoyt is still completely screwed once the viewer remembers that the other crooked cops and the Three Wise Men not only know that Hoyt is no longer on their side, but are also still out there. Alonzo was just one of many, many enemies that Hoyt made when he decided to be a straight cop.
Despite the horrible things Alonzo did to Jake, none of it was personal. He just needed a patsy. No matter which bright-eyed rookie was assigned, they were going to be the fall guy. Or murdered if they didn't fit that bill.
When Jake leaves Roger's house, he goes to the car, where Alonzo is already inside, on the phone. He says to "make sure that bathtub is clean." In retrospect, it was obvious he was talking to Smiley... this was the last straw, and Alonzo was ordering Jake's murder.
Remember when Alonzo bribes the brass to push a warrant through? He's told to put it in a Deputy Chief's silver Mercedes. When Jake gets home, there's a silver Mercedes in front of the house, presumably to deliver the "crisply folded flag" Alonzo mentioned. The brass was in on Alonso's plan, and they thought he was dead by then. They might've heard that an officer (Alonzo) got killed, and assumed it was Jake.
Alonzo asks Jake if he carries a backup piece and if he speaks Spanish. Those both would've come in handy at certain points during the movie.
