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Alonso and his wife, Nagore Aranburu, are in the process of finding a permanent home in London. The city itself was a major attraction for the couple, who are interested in culture, film and music and have teenage children.
They remained in Spain until the day before the first training session. During that time, Alonso worked remotely on transfer business with Chelsea's five-strong sporting director team, with whom he appears to have quickly built a positive relationship.
It was from Spain that Alonso spoke to Marc Cucurella before his move to Real Madrid, called Enzo Fernandez to discuss his future and contacted transfer targets, including new full-back Marco Palestra, to outline his project.
Alonso said he wants Fernandez to stay during his first media conference at Stamford Bridge on Monday.
In addition, he had a fact-finding mission, first revealed by BBC Sport, in which Alonso and his staff visited Cobham in June, before their contracts began, to meet personnel and determine how they would fit into the club's structure.
Last Thursday, Alonso had the players in for a full day but also had to settle into his new office, undertake in-house media duties and then take charge of his first training session.
Training has included physical testing, gym work, small-sided games, finishing drills and a mixture of single and double sessions.
Several younger players have been involved, including midfielders Reggie Walsh and Landon Emenalo, winger Ryan Kavuma-McQueen and defender Calvin Diakite, which has added excitement to the group.
New signings Dastan Satpaev - who has special dispensation from Kairat to train before officially joining on his 18th birthday in August - Emmanuel Emegha and Geovany Quenda have also been involved. Recalled loanees Nicolas Jackson and Aaron Anselmino are being assessed as well.
The players took part in a bleep test on Monday, won by Walsh, whose physique has developed significantly. Cole Palmer finished second after an injury-hit season, while teenage forward Estevao Willian was third.
"He wants to be fit," Alonso said of Palmer, who spent much of last season managing a recurring groin issue.
"He wants to put behind him the injury setbacks he had to cope with last year. He's special and, if he's enjoying himself and in a good mood and spirit, he can be a key player for us. So far, so good."
On Estevao, he added: "We want to be careful with him. So far, he's feeling better and he's a very talented player."
Alonso's coaching staff is packed with specialists. Ismael Camenforte Lopez, described in Germany as his manager's "ball butler", is known for feeding balls into training matches, allowing sessions to be played at a high tempo.
Lopez is expected to play an important role early on, particularly in fitness work.
Assistant coach Alberto Encinas specialises in technical development, while Sebastian 'Sebas' Parrilla is Alonso's right-hand man and the most experienced member of the coaching staff. Benat Labaien combines coaching duties with a cutting-edge video analysis role and is known for using drones and other technology.
Alonso himself is very hands on, often seen taking part in drills, having been described by his former players as almost good enough to still be able to play a role.
The next few weeks have already been mapped out. Behind-closed-doors friendlies against Crawley Town on Saturday and Bromley next Thursday, before they fly for their overseas pre-season tour next Friday.
They will begin in Sydney, where they face Western Sydney Wanderers and Tottenham, before travelling to Hong Kong to play Juventus, then to Jakarta to face AC Milan, and finally Malaysia to take on Johor Darul Ta'zim.
It will be a demanding trip, involving significant travel and multiple time zones. However, Alonso has been helped by the fact only eight Chelsea players were involved at the World Cup, with Palmer and Joao Pedro among the notable omissions.
As a result, the time spent at Cobham could prove invaluable in building fitness levels, setting standards and laying the foundations before more detailed tactical work begins on tour.
It is then that a clearer picture should emerge of Alonso's preferred system. He used a back four more often at Real Madrid, whereas he enjoyed his greatest success with a back five at Bayer Leverkusen.

3 hours ago
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