Don't know about the non-convergence messages for NIntegrate, but this seems to work.
$Assumptions = \[Alpha] \[Element] Reals
int = Integrate[
q^4 BesselJ[1, q]/(1 - \[Alpha]^2 q^2)^n, {q, 0, \[Infinity]}];
ConditionalExpression[((1/(\[Alpha]^4*Gamma[n - 1]*Gamma[n]))*Pi*Csc[Pi*n]*
Abs[\[Alpha]]^(-n - 3)*(Abs[\[Alpha]]^3*Gamma[n - 1]*
((1 - 4*\[Alpha]^2*(n^2 - 3*n + 2))*BesselI[n - 2, -(I/Abs[\[Alpha]])] -
BesselI[4 - n, -(I/Abs[\[Alpha]])]) -
2*I*\[Alpha]^4*(2*Gamma[n - 1]*BesselI[3 - n, -(I/Abs[\[Alpha]])] -
Gamma[n]*BesselI[n - 1, -(I/Abs[\[Alpha]])])))/
(2^n*E^((1/2)*I*Pi*n)), Re[n] > 7/4]
Limit[int, n -> 2] // FunctionExpand
(*Piecewise[{{(I*Pi*BesselJ[0, 1/\[Alpha]])/(4*\[Alpha]^6) - (Pi*BesselY[0, 1/\[Alpha]])/
(4*\[Alpha]^6) + (I*Pi*BesselJ[1, 1/\[Alpha]])/(2*\[Alpha]^5) -
(Pi*BesselY[1, 1/\[Alpha]])/(2*\[Alpha]^5), \[Alpha] >= 0}},
-((Pi*BesselY[0, 1/\[Alpha]])/(4*\[Alpha]^6)) +
((Log[1/\[Alpha]] - Log[I/\[Alpha]])*BesselJ[0, 1/\[Alpha]])/(2*\[Alpha]^6) -
(Pi*BesselY[1, 1/\[Alpha]])/(2*\[Alpha]^5) +
((Log[1/\[Alpha]] - Log[I/\[Alpha]])*BesselJ[1, 1/\[Alpha]])/\[Alpha]^5]*)
Limit[int, n -> 3] // FunctionExpand
(*Piecewise[{{(-4*I*Pi*\[Alpha]*BesselJ[0, 1/\[Alpha]] + I*Pi*BesselJ[1, 1/\[Alpha]] +
4*Pi*\[Alpha]*BesselY[0, 1/\[Alpha]] - Pi*BesselY[1, 1/\[Alpha]])/(16*\[Alpha]^7),
\[Alpha] >= 0}}, (-12*I*Pi*\[Alpha]*BesselJ[0, 1/\[Alpha]] +
3*I*Pi*BesselJ[1, 1/\[Alpha]] + 4*Pi*\[Alpha]*BesselY[0, 1/\[Alpha]] -
Pi*BesselY[1, 1/\[Alpha]])/(16*\[Alpha]^7)]*)
Without taking limits, the results are ComplexInfinity, which may explain why NIntegrate has trouble.