Both are all right (my preferred spelling), though they mean something different. In #1, the speaker does not know whether 'he' is all right. In #2, the speaker knows that 'he' is all right, and is expressing surprise at this, in a rather old-fashioned way.1. I wonder if he is alright.
2. I wonder that he is alright.
I want to know 2 is also grammatical.
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