I also use alum as a deodorant and have noticed that if you wet it with rosewater it does transfer the scent for a short while.
My guess is that if you were to grow your own alum crystal, and added a fragrance to the water the alum is dissolved in, it would be scented, and possibly coloured depending on the additive used. Though, I don't know how profoundly it could affect the actual crystal's growth in time, quality, size etc., etc., etc.