Are you able to play as the alt in the game? Is this just an issue with the gallery, or is the alt character not unlocking at all? Also, are you certain that you've both beaten the character AND won while playing as said character?
Assuming you've done both of those things, you should be able to choose the character to play as, and then be able to click the "P1 ALT TF ON" button to enable the alt character in game.