If $n=t(q-1)/2$ for some odd integer $t$, then
$$
\phi_{\alpha^n}^{-1}(\{2\})=(\mathcal{T}_\alpha)^n=\{1,-1\},
$$
that is, both $1$ and $-1$ are roots of $x^2-2x+\alpha^n$ in $\mathbb{F}_{q^2}$, therefore $2=1+(-1)=0$, a contradiction.
For $q+1|n$, we note that there must be some element in $\mathcal{T}_\alpha$ with order divisble by $q+1$.
If $q$ is odd and $\alpha$ is nonsquare, then we must find some element $u$ in $\mathcal{T}_\alpha$ with
$$
u^{\frac{q^2-1}{2}}=-1\neq 1.
$$
Such an element exists because we can write $\mathcal{T}_\alpha$ as union
$$
\mathcal{T}_\alpha=\mathbb{F}_q^\times\cup \{u\in\mathbb{F}_{q^2}|u^{q+1}=\alpha\}.
$$