Alice will see a warning. This is because the certificate is checked at the point where the SSL negotiation happens, which is before you get the contents of the page - whether those contents are an HTML page or a status code with a redirect.
For an example of why this is important, imagine this scenario:
Evul manages (e.g. by DNS cache poisoning or some other technique) to get you to go to his server instead of the real
https://example.com. Evul does not have a correct cert for
https://example.com, but he wants to redirect you to a page for which he does have a valid certificate, for instance his very own site
https://www.evulkrakker.com, knowing that once you're redirected there you'll see that it has a valid certificate.
If there were no warning at the first site, you'd never know that you were redirected to his evil site.