Your asymptotics for $x\to+\infty$ is correct, and we indeed deduce that $\alpha>\dfrac{7}{9}$ .
Now, for $x\to 0^+$ , using the Taylor Series of the exponential we find $$e^{-x}+x-1=\dfrac{x^2}{2}+o(x^3)$$
So $$(e^{-x}+x-1)^\frac{1}{6}\sim x^{1/3}$$
Thus, the integrand behaves as $x^{\frac{1} {3}- \alpha}$ when $x\to 0^+$ .
As $\displaystyle\int_{0}^ {1}x ^p\,dx$ converges iff $p>-1$ we need $\dfrac{1} {3}- \alpha>-1\iff \alpha<\dfrac{4}{3}$ .
Therefore, the improper integral from $0$ to $\infty$ will converge iff $\alpha\in \left(\dfrac{7}{9},\dfrac{4}{3}\right)$ .