I was planning to attach this TVS diode between the input to the alternator fuse and ground. Based on these specs, I don't think I need a resistor as well - is that correct?
You should connect the TVS diode to the alternator end of the fuse. The battery will be at the other end of the fuse, probably after the isolator.
The resistor wouldn't help. It would make the protection less effective.
The over-current failure mode is short, so should I add an LED in parallel to indicate that the protection diode is still good?
If the TVS diode fails short, the alternator fuse will blow when the isolator is turned on. An LED and series resistor in parallel with that fuse might be more useful.
Alternators are inherently short-circuit proof. If you short one out, the current coming from the alternator will not increase much. However, the output terminal of the alternator is usually connected to a battery, so shorting the output of the alternator to ground will result in lots of current from the battery. As you have a fuse protecting the wiring between the alternator and the battery, the battery current will be stopped quite quickly, and the alternator won't be harmed by a short.
I have seen a TVS fail after multiple load dumps. It was quite small as it was just protecting an ECU. It did short out, but the fuse feeding it was only 5 A so there wasn't any more damage.
Should I care about the 1 to 20 nF of junction capacitance from figure 4? (I can't think why I would...)
I don't know where you've seen figure 4, but the junction capacitance will make no difference. A huge junction capacitance would reduce the surge, but it would have to be billions of times bigger to make a significant difference.
Also, should I bother adding a diode on the sense wire as well?
There's no need. The sense wire is either connected directly to the main output, or it will be incapable of supplying current.
The voltage on the warning light connection will be limited by adding the TVS to the main output.
There would be no harm in having more than one TVS. It would have the advantage of reducing the stress on each TVS. The TVS diodes are fitted to cars but they are never intended to be used. The TVS diode's function is to protect the alternator and ECUs if the battery is disconnected once by accident. The car handbooks say to never disconnect the battery with the engine running, and it will rarely happen. If it does happen occasionally, the TVS will probably save a big repair bill, but it's not expected to work multiple times. The TVS that I had fail had suffered multiple load dumps, as a wire had come loose and was making intermittent connection, so it did eventually kill the TVS.
Where you are turning off the car regularly with the isolator, you may over-stress the TVS. Fitting a few in parallel will reduce the stress.