I did a quick search for the keyword 'alloy' on the suggestions forum and the dev page, didn't turn up. Though I do admit my search wasn't too thorough.
There is framework in the game for alloying, obviously, in the form of modding. But it doesn't lend to much flexibility - every single alloy has to be defined, often laboriously and messily. Why not make alloys on the fly, in game? It is not unthinkable for dwarves, masters of the forge, to make alloys as they wish.
Imagine for a moment that you wish to make an aluminum floodgate, since aluminum is very light. But the floodgate has to be magma-proof. My thinking is instead of creating a door entirely of nickel, why not make an alloy of aluminum and nickel? You'd get a door lighter than one entirely of nickel, but one that is magmaproof. Another example might be a giant hammer. With the metal traits coming in, it might be better to have a heavier hammer. But say lead isn't sturdy enough to stand up to repeated use. So simply alloy the lead with some iron - the hammer is still very heavy, but now it won't wear out as quickly. Other uses include diluting scarce metals with wanted qualities/value (such as nickel silver or billion), adding new properties to items (e.g. bronze), etc... Mixing doesn't even have to be limited to metals - IIRC wootz steel was made by adding glass.
In-game, you could have menus for the creation of alloys (I imagine it'd be like the embark screen, showing a list of discovered metals which you can mix the ratios of). You'd have templates of alloys (some of which would come with the game), which you could name as you will. These alloys then essentially become metals, treated the same way as any of the base metals are (e.g. there'd be a specific menu option in a metalsmith's forge for metals of this alloy, items made of this alloy would show the name of the alloy).