Daniel Palcic and I have been researching Palcic and all spelling variants therefrom, and some of their descendants have been very helpful with providing information so far on this family. I would be very interested to know more, though I think I have all the children of Alfonso and Emma in my database. How are you related to them?
As for the difference between the countries on Alfonso's documents, I can explain. Before 1919, Yugoslavia didn't exist as a unified country, so Alfonso's Oath of Allegiance must have been taken after 1919. Before that, the territory of most of Yugoslavia (which ceased to exist in 2003) belonged to the Austro-Hungarian Empire. Austria-Hungary was a dual monarchy that existed until the Versailles Treaty in 1919, which ended WWI.
The territory where Alfonso was born is now the country of Croatia, and Alfonso was born in Sisak, about 40 miles SE of Zagreb.
I would be pleased to know more of the information you have to share, and will share with you, too.