Signal alias for Altera SignalTap
I post this self-answer here since it may help others.

My brute force method was to simply SAMPLE on a clocked process ALL the signals I wanted for SignalTap (since I sample them all, they will appear with one clock delay, but all of them with the same delay).

Then I applied to all of them the noprune attribute. It is rather cumbersome and ugly, but it worked.