Fifa’s three-step process for racism is stopping a match, suspending it and abandoning it if the problem continues.
Asked what happened and if a racist insult was made against Rudiger, Alonso said: “Toni has informed us about something.
“We have to wait and see now. I think the Fifa protocol has been activated to investigate.
“But if something did happen, measures need to be taken and we support Antonio because this is something unacceptable.
“There’s no tolerance for this at any level of football and whenever it occurs measures must be taken.
“That’s what Antonio has told us and we believe him.”
Cabral said: “It was a fight. We collided. He said that I hit him with my hand, and then there was an argument and the referee made the racism sign, but I was telling him the same thing the whole time.”
Pachuca head coach Jaime Lozano said in the post-match news conference at Bank of America Stadium: “I haven’t spoken to Cabral about this.
“I cannot give you an explanation about it because this is the first [I have heard of] this news.
“It cannot be justified at all. I’ve known him for a little while and and I have never heard of something like that with Pachuca players.
“I cannot defend my captain at any cost but I will talk about it with him.”
BBC Sport has contacted Fifa for comment.
In 2021 Rudiger, then at Chelsea, said “nothing ever really changes” after anti-discrimination campaigns in football, but that he will “continue to fight” against racist abuse.
Last week campaigners criticised Fifa after it appeared to drop anti-racism messaging at the Club World Cup.