What is the axis of rotation in a high alpha roll?
That depends on the control system of the aircraft, in case of fighter jets with fly by wire technology and modern fly by wire airliners the yaw control law usually tries to rotate around the velocity vector, which in calm air is the same as the incoming air-stream vector. (according to my university lectures)

The difference in the target yaw rate (r) is just the body roll rate around the x-axis (p) times the tangent of the angle of attack (with the sign flipped, depending on which coordinate system you use).