I don’t have clear why there are two Alpha values on the Dynamic Step window.

The *DYNAMIC parameter ALPHA takes an argument between -1/3 and 0. It controls the dissipation of the high frequency response: lower numbers lead to increased numerical damping.

-Same for *COUPLED TEMPERATURE-DISPLACEMENT

For Rayleigh *DAMPING the ALPHA parameter is the one acting on the mass matrix.

Those are different forms of damping. The first alpha parameter controls the amount of artificial/numerical damping introduced to stabilize the solution in the implicit dynamics procedure. The second one controls optional Rayleigh damping. Actually, Abaqus documentation might be the best source of information since the same concepts and parameters are used:

Dynamic analysis was selected
Newton-Raphson iterative procedure is active
Nonlinear geometric effects are taken into account
Decascading the MPC’s
Determining the structure of the matrix:
Using up to 8 cpu(s) for setting up the structure of the matrix.
Using up to 6 cpu(s) for the stress calculation.

Calculating Material Wave Speeds…
Wave Speed for mat. 1 189767.64461228697
Selective Mass Scaling is active
Scaling factor of time increment: 65.987086716984237
Overall mass is not changed: Manipulation of M matrix by beta (maximum) = 4353.2956133947973

I guess it means “Manipulation of M matrix by alpha (maximum)” ¿Isn’t it?

There are also separate beta and gamma parameters. They are exposed and can be changed in Abaqus but not in CalculiX. They are mentioned in Guido’s book though.