Chelsea signed a striker from Brighton for the second successive summer, bringing in Welbeck to reunite him with Joao Pedro and provide support in attack.
Welbeck, 35, was tidy in possession but, with little service, managed only 17 touches before being substituted in the 71st minute.
Unlike Joao Pedro, who is capable of creating chances for himself, Welbeck found it difficult to influence the game in the same way.
Joao Pedro came into the weekend with the most goal involvements in the Premier League, having scored three and provided three assists in four appearances this season.
His impact extends beyond goals and assists, with the Brazilian linking well with Palmer and Rogers. Against Brentford, however, Rogers arguably produced his quietest performance since arriving from Aston Villa in the summer.
Rogers eventually moved up front with fellow striker Emmanuel Emegha sidelined through injury and still waiting to make his Chelsea debut.
Before Brentford’s opener, it was a closely contested match that appeared likely to be decided by the first goal. Chelsea, however, made victory a certainty for the hosts with a dramatic collapse.
Alonso has not managed to cure Chelsea’s set-piece weaknesses. They have conceded 23 goals from set-pieces since the start of last season – no Premier League side has let in more. And Anthony’s simple header from a corner took this season’s total to five.
Set-piece defending was an area Chelsea sought to address when they appointed Bernardo Cueva from Brentford two years ago. This summer, he was replaced by another highly regarded specialist in Austin MacPhee.
Asked about Chelsea’s defending from set-pieces, stand-in captain Levi Colwill told Sky Sports: “Not good enough. At times we have been bullied in the box and we definitely need to improve.
“We have full trust in our set-piece coach and are still adjusting to new ideas, but we need to improve as a team.”
Like many of his predecessors, Alonso has been attempting to instil a stronger competitive edge within his squad and improve the mentality of his players.
That issue has often been linked to the relatively young age profile of the squad, but Chelsea fielded their oldest starting XI since May 2023. Henderson, in making his debut on Friday, lined up alongside fellow over-30s Welbeck and goalkeeper Emiliano Martinez.
“I would say that we have dropped our consistency and our competitive mentality in the second half. We know that small details can be decisive,” Alonso said after Brentford added two late goals.
It is also fair to say Alonso is still experimenting with systems and personnel, and has yet to settle on a style of play that gives his side control throughout a match.
“It’s not about looking for excuses,” the Spaniard told Sky Sports. “We need to look at each other and know that we have to work and improve because there is still a long way to go.”
After the initial excitement – and victories – provided by Alonso’s attacking football, Chelsea head into the international break with serious questions to answer.