[3] However, the presence of his sibling and Mikel Aranburu in central midfield meant that he was restricted to a supporting role, and he was then sent on loan to Segunda División's Numancia for 2003–04[4] but, while he was dedicated to the Soria team's bid for promotion, he remained keen to establish himself at Real Sociedad, returning at the end of the season;[5] under the management of José Mari Bakero, the player's importance to the team was demonstrated in the 2005–06 campaign, when he was their most used footballer at 37 games.

[6] However, after coach Sammy Lee was dismissed he fell out of favour and, under Gary Megson, he only made two competitive appearances; subsequently, the Trotters opted to not extend his contract.

[7] Alonso went back to Spain for 2008–09 but, upon his return to the Basque Country, discovered he was not a part of coach Juan Manuel Lillo's plans and was sent on trial to Olympiacos.

However, he remained a fan of his former club Real Sociedad, stating that, although both sides competed in the second tier, he hoped they gained promotion;[12] he contributed eleven matches in a return to the top flight after a seven-year absence.

[16] He made his official debut on 5 October in the Football League Trophy tie at The Valley against Brentford, conceding a penalty in an eventual 3–0 loss.