The alias name will not change based on a filter selection. This might be a good one for the Ideas section--something where a parameter can be used in the name of a calculation.
Today I made a comprehensive list of current ideas about dynamic header aliases, see:
I think your wish is included in some of these ideas. If yes, I hope you vote for those you like. If not, I also hope you create an idea about this.
If I am not able to change the alias , based on filter , is it possible to change the dimension in the axis from?