Awww. pshaw.
If the nuns and priests were teaching that a female could be an
alumnus, I fear they were mistaken or confused. (And let's face it --
alumnus isn't a common word in liturgical Latin.)
Alumnus is masculine. It means "foster son." The masculine is indeed the default and correct word to use for mixed sexes, even if there is only one male in the group, but a single female graduate is not "mixed sexes." She is totally female. You don't work backwards from the mixed group and say any single member of that group must be treated as masculine.
A male graduate is an
alumnus.
A female graduate is an
alumna ("foster daughter").
A group of male graduates are
alumni ("foster sons").
A group of female graduate are
alumnae ("foster daughters").
A group of male and female graduates are
alumni.
And if you want to get really technical,
alumni is properly pronounced a-lum-nee, while
alumnae is properly pronounced a-lum-neye.
ETA: Slight modification: If one is referring to a single graduate but doesn't know if the person is male or female, or if one is referring to a single graduate in general,
alumnus is properly used. For example, it would be grammatically proper for promotional material to say "When you become an alumnus of Fantastic College, you'll find a nationwide network of alumni ready to help you make your mark." But it would not be correct to say "Congratulations Susie! You're an alumnus of Fantastic College now, just like your father!"