The given integral can be simplified using trigonometric identities and integration by parts. The first step is to apply the trigonometric identity:
\[
\cos 2x - \cos 2\alpha = -2 \sin\left(x + \alpha\right) \sin(x - \alpha)
\]
Next, apply integration by parts to the resulting expression, leading to the final simplified result:
\[
2(\sin x - x \cos \alpha) + C
\]
Thus, the correct answer is $2(\sin x - x \cos \alpha) + C$.