It is easy to see that integrity is guaranteed by the hash function and the authenticity is guaranteed by Alice's signature. If Alice does not provide her signature, the authenticity is a weaker statement: ``this message comes from a group member who holds the group key''.
Confidentiality is also preserved under this protocol. As long as a valid group key is established, any member can encrypt the message with the group key before multicasting it to the group. Any other members in the group can decrypt the message with the same group key, but no eavesdropper can.
At our secure multicast protocol level, Alice's anonymity is preserved inside the group if she does not sign with her signature. Her anonymity is preserved outside the group regardless because no eavesdropper can decrypt the message. Since anonymity is not end-to-end as mentioned in section 3 we can't guarantee perfect anonymity and privacy because of traffic analysis on lower layer protocols.