How to request a single document by _id via alias?

Yes, querying an alias spanning over multiple indices work the same way as querying one indice.

Just do this query over the alias:

POST my_alias_name/_search
{
    "filter":{
        "term":{"_id": "AUwNrOZsm6BwwrmnodbW"}
    }
}

EDIT: GET operations are not real searches and can't be done on aliases spanning over multiple indexes. So the following query is in fact no permitted:

GET my_alias_name/my_type/AUwNrOZsm6BwwrmnodbW

From Elasticsearch 5.1 the query looks like:

GET /my_alias_name/_search/
{
    "query": { 
        "bool": {
         "filter": {
                "term": {
                   "_id": "AUwNrOZsm6BwwrmnodbW"
                }
            }
        }
    }
}