As stated before, there are such alleyways within the Harbor District and Commerce District, both of which hardly see roleplay, but are very finely built districts. The Bridge District behind Debauchery Island also has plenty of shady spots on the way to it, specifically on the level below the chancellery building. From a strictly roleplaying perspective, these districts would be better for doing this sort of thing as there are, to my knowledge, fewer guards in these areas.
From a World perspective now, this will not happen anytime soon if at all. In order to add alleyways, that would require the moving of homes, redoing of streets, etc., which is quite frankly not worth the time and effort for such a small, insignificant thing. There are already plenty of spots to do this at, even the park has some shady spots.
