The Gatehouse website record of a licence to crenellate for Alnwick Town Wall granted on 1434 June 1

Licence, by advice of the council, for Henry, earl of Northumberland, lord of the castle and town of Alnewyk, co. Northumberland, and for the burgesses of the town, to enclose the whole town with a wall and to machicolate and otherwise fortify the said wall. A great part of the town has recently been burned by the Scots with impunity. (CPR)

De includendo murando et battellando villam de Alnewyke (Bates)

1st June, 12 Hen. VI. 1434.—Ibid. Licence was granted to Henry Earl of Northumberland, lord of the town and castle of Alnewick, and to the burgesses thereof, to enclose and build walls round the same, on account of the great danger to which it was exposed from its proximity to the frontiers and marches of Scotland, a great portion of it having been lately burnt by the Scotch - - p. 217
2nd or 3rd of June, 12Hen. VI. 1434.—Ibid. It was agreed that the Earl of Northumberland should retain in his hands tallies to the amount of £1.000 for the payment of the soldiers of Berwick p. 218 (P.O.P.C.E.)

Granted at Westminster. Grant by privy seal.

Comments

The licence adds "A great part of the town has recently been burned by the Scots with impunity." The attack had happened 10 years previously in the winter of 1424.
10 years might suggest that the town and the earl needed time to get the resources together to build the needed defences. In particular the funding of the works must have involved prolonged discussion between the earl and the townspeople and the licence may be serving as an article of intent and good faith to cement the negotiations. Civic pride may well still be the root of the desire for a wall and the attack by the Scot may be being used in part as a device, although a genuine fear of attack can not be excluded.
It can seen the Earl had other business with the Privy Council at this time and the Privy council do seem to be making efforts to keep the Earl involved in Scottish affairs.

Original source is;

Lyte, H.C. Maxwell (ed), 1907, Calendar of Patent Rolls (1429-36) p. 345 online copy
Nicolas, H (ed), 1835, Proceedings and Ordinances of the Privy Council of England Vol. 4 p. xxxvii online copy (p. 217 has the French in Record Type)

(In fact, the original source given is usually a transcription/translation of what are precious medieval documents not readily availably. It should be noted that these transcription/translations often date to the nineteenth or early twentieth centuries and that unwitting bias of transcribers may affect the translation. Care should also be taken to avoid giving modern meaning to the medieval use of certain stock words and terms. Licentia is best translated as 'freedom to' not 'permission'.)

Significant later sources are;

Brooke, C.J., 2000, Safe Sanctuaries (Edinburgh; John Donald) p. 99
Coulson, C., 1995, 'Battlements and the Bourgeoisie: Municipal Status and the Apparatus of Urban Defence' in Church, Stephen (ed), Medieval Knighthood Vol. 5 (Boydell) p156n150
Turner, H.L., 1971, Town Defences in England and Wales (London) p. 97 (mistakenly as murage grant.)
Bates, C.J., 1891, Border Holds of Northumberland (London and Newcastle: Andrew Reid) p. 21
Hodgson Hinde, J., 1858, A History of Northumberland (Newcastle-upon-Tyne: Society of Antiquaries of Newcastle-upon-Tyne)

Henry Percy, 2nd Earl of Northumberland, (3 February 1392/1393 – 22 May 1455)

Henry Percy, 2nd Earl of Northumberland, (3 February 1392/1393 – 22 May 1455) was the son of Henry Percy (Harry Hotspur). He was restored to favour in 1416 by Henry V of England, receiving the estates of his paternal grandfather Henry Percy, 1st Earl of Northumberland and the re-creation of his earldom. He was apparently loyal to Henry V till the death of the latter on 31 August 1422. Henry V was succeeded by his one-year-old son Henry VI of England. Percy was on the regency council in the early years of the new reign. When King Henry V invaded France his trust in his close friend was so great he made Henry General Warden of the Marches, a post which he held throughout Henry V's reign and the early years of King Henry VI. Like his forefathers before him Henry fought against the Scots throughout his lifetime. Percy would in 1436 launch an attack on Scotland, initially being defeated but after rallying his troops at Alnwick went on to defeat the Scots at Roxburgh.
The king's council granted him £50 for his efforts on the border on 18 February 1434; but the fact that in June 1434 he and his burgesses of Alnwick were authorized to build walls round the town after the Scots had burnt it demonstrates that the Scottish problem had not been solved. In 1434 he surrendered his warden's commission; two decades later he was still owed outstanding wages. (Griffiths)

Biographical source include;

R. A. Griffiths, Sept 2004, ‘Percy, Henry, second earl of Northumberland (1394–1455)’ Oxford Dictionary of National Biography (Oxford University Press) online edn, Jan 2008 online copy (subscription may be needed)