During the shows run, there is no mention of an ethnicity or a last name. Alex's white father was already posted (season 3) but it should be noted that she had a brown father in season 6 (pic related).
A website for the studio that did the soundtrack lists Alex's last name as Vasquez(http://www.mokshaproductions.fr/church/
). This is the only mention of this name I can find.
Lastly, at some point the Totally Spies youtube channel listed her last name as Casoy, but I cant find the specific video it said that on.
Thats all I got on the subject.