From Batman #687, Superman and Wonder Woman meet up with Alfred after Batman's death.
From Wonder Woman: Blackest Night, we see her list Bruce among the dead she regrets. (Ironically, he's actually the only one still dead.)
And from Batman: The Widening Gyre, when Bruce informs Arthur he has a girlfriend (Silver St. Stone for inquiring minds), Arthur wonders if the girlfriend is Diana. (Presumably because that's the only girl he's ever seen him with, but whatever.)
And, no, I have no idea what's with Bruce's face there. It appears to be melting.
