Suppose $p>0$. since $1\leq 1+x\leq2$ over $0\leq x\leq 1$,
$$
2^{-p}\frac{1}{(1-x)^p\sqrt{x}}\leq \frac{1}{(1-x^2)^p\sqrt{x}}\leq \frac{1}{(1-x)^p\sqrt{x}}
$$
In integrating over $[0,1]$, the difficulty arrises at the singularity at $x=1$ (around $x=0$ there is no problem since $\int^1_0x^{-1/2}\,dx<\infty$.
Suffices to consider the behavior of
$$\int^1_{1/2}\frac{1}{(1-x)^p\sqrt{x}}\,dx= \int^{\frac12}_0\frac{1}{x^p\sqrt{1-x}}\,dx
$$
For $0<p<1$ the integral above converges since $\frac{1}{x^p\sqrt{1-x}}\leq \frac{\sqrt{2}}{x^p}$ for $0\leq x\leq \frac12$. For $p\geq1$ the integral diverges since $\frac{1}{x^p\sqrt{1-x}}\geq \frac{1}{x^p}$ for $0\leq x\leq\frac12$.
In summary:
- If $\alpha>-1$, the integral converges.
- If $\alpha\leq-1$ the integral diverges.