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For content items, URLalternates load before Orchard.Core.Content.Shapes has a chance to populate the Content alternates.
The issue appears when you want to override a specific content type on a given URL. you will find Content-url-[page] is an available template but Content-[type]-url-[page] is not, and nether are any of the other contentitem specific alternates.
I traced the issue to the fact that in Orchard.Core.Content.Shapes an IShapeTableProvider, and its "discovery" method uses the fluent code to add the OnDisplaying logic to add the alternates for contentitems. However the code in that action is not
called until after all of the ShapeDisplayEvents (URLAlternates, WidgetAlternets, etc..) have all executed there Displaying() methods/events
(FYI : I tested the current code in 1.x for URLAlternates.. It places the injection for URLAlternates in Creating instead of in Displaying. However, that did not fix this issue.