This is a partial answer.
If I understand correctly from your comment, you extended the Wolfram alpha definition of $z!! = z!_{(2)}$ to all the multifactorials $z!_{(\alpha)}$ instead of using the Wikipedia definition, so the formula
$$
z! = \prod_{i = 0}^{\alpha - 1} (z - i)!_{(\alpha)},
$$
holds for all $z \in \mathbb{C}\backslash\mathbb{Z}_-$, right ? We clearly have convergence of $n!_{(\alpha)}$ toward some ramp function when $n$ is an integer. Let $z \in \mathbb{C}\backslash\mathbb{Z}$.
Step 1 : simplifications and convergence of $C_\alpha$. First of all, $\alpha^{\frac{z}{\alpha}}\Gamma\left(1 + \frac{z}{\alpha}\right) \rightarrow 1$ so we can ignore this part. The only limit that remains to compute is the limit of,
$$
\prod_{j = 1}^{\alpha - 1} \left(\frac{\alpha^{\frac{\alpha - j}{\alpha}}}{\Gamma\left(\frac{j}{\alpha}\right)}\right)^{C_\alpha(z - j)} = \exp\left(\sum_{j = 1}^{\alpha - 1} C_\alpha(z - j)\ln\left(\frac{\alpha^{\frac{\alpha - j}{\alpha}}}{\Gamma\left(\frac{j}{\alpha}\right)}\right)\right).
$$
Let us simplify the $C_\alpha$ now. For all real number $x \in \mathbb{R}\backslash\mathbb{Z}$ and all integer $n$, we have,
\begin{align*}
\sum_{k = 0}^n \cos(k\pi x) & = \Re\left(\sum_{k = 0}^n e^{ik\pi x}\right)\\
& = \Re\left(\frac{1 - e^{i(n + 1)\pi x}}{1 - e^{i\pi x}}\right)\\
& = \Re\left(\frac{e^{i\frac{(n + 1)\pi}{2}x}}{e^{i\frac{\pi}{2}x}}\frac{e^{-i\frac{(n + 1)\pi}{2}x} - e^{i\frac{(n + 1)\pi}{2}x}}{e^{-i\frac{\pi}{2}x} - e^{i\frac{\pi}{2}x}}\right)\\
& = \cos\left(\frac{n\pi}{2}x\right)\frac{\sin\left(\frac{(n + 1)\pi}{2}x\right)}{\sin\left(\frac{\pi}{2}x\right)}\\
& = (n + 1)\cos\left(\frac{n\pi}{2}x\right)\frac{\mathrm{sinc}\left(\frac{n + 1}{2}x\right)}{\mathrm{sinc}\left(\frac{1}{2}x\right)}.
\end{align*}
As $\mathbb{R}\backslash\mathbb{Z}$ is not discrete in $\mathbb{C}$ and by uniqueness of the analytic continuation, this equality remains true for any $x \in \mathbb{C}\backslash 2\mathbb{Z} \cup \{0\}$. In particular, if is true for any point in $z + \mathbb{Z}$.
If $\alpha = 2\beta$ is even, we have,
\begin{align*}
C_\alpha(z) & = \frac{1}{2\beta}\left(1 + 2\sum_{k = 0}^{\beta - 1} \cos\left(\frac{k\pi}{\beta}z\right) + \cos(\pi z)\right)\\
& = \frac{1}{2\beta}\left(1 + \cos(\pi z) + 2\beta\cos\left(\frac{(\beta - 1)\pi}{2\beta}z\right)\frac{\mathrm{sinc}\left(\frac{1}{2}z\right)}{\mathrm{sinc}\left(\frac{1}{2\beta}z\right)}\right)\\
& = \cos\left(\frac{(\beta - 1)\pi}{2\beta}z\right)\frac{\mathrm{sinc}\left(\frac{1}{2}z\right)}{\mathrm{sinc}\left(\frac{1}{2\beta}z\right)} + \mathrm{o}(1) \textrm{ when } \beta \rightarrow +\infty,\\
& \rightarrow \cos\left(\frac{\pi}{2}z\right)\mathrm{sinc}\left(\frac{1}{2}z\right)\\
& = \frac{2}{\pi z}\cos\left(\frac{\pi}{2}z\right)\sin\left(\frac{\pi}{2}z\right)\\
& = \mathrm{sinc}(z).
\end{align*}
And when $\alpha = 2\beta - 1$ is odd, similarly,
\begin{align*}
C_\alpha(z) & = \frac{1}{2\beta - 1}\left(1 + 2\sum_{k = 0}^{\beta - 1} \cos\left(\frac{2k\pi}{2\beta - 1}z\right)\right)\\
& = \frac{1}{2\beta - 1}\left(1 + 2\beta\cos\left(\frac{(\beta - 1)\pi}{2\beta - 1}z\right)\frac{\mathrm{sinc}\left(\frac{\beta}{2\beta - 1}z\right)}{\mathrm{sinc}\left(\frac{1}{2\beta - 1}z\right)}\right)\\
& \rightarrow \cos\left(\frac{\pi}{2}z\right)\mathrm{sinc}\left(\frac{1}{2}z\right)\\
& = \mathrm{sinc}(z).
\end{align*}
Step 2 : convergence of the other part of the product. Fix some integer $j$. $\Gamma(\varepsilon) \sim \frac{1}{\varepsilon}$ when $\varepsilon \rightarrow 0$ thus,
$$
\frac{\alpha^{\frac{\alpha - j}{\alpha}}}{\Gamma\left(\frac{j}{\alpha}\right)} \sim \frac{j}{\alpha}\alpha^{\frac{\alpha - j}{\alpha}} = j\alpha^{-\frac{j}{\alpha}} \rightarrow j.
$$
We deduce that,
$$
C_\alpha(z - j)\ln\left(\frac{\alpha^{\frac{\alpha - j}{\alpha}}}{\Gamma\left(\frac{j}{\alpha}\right)}\right) \rightarrow \mathrm{sinc}(z - j)\ln(j).
$$
Step 3 : convergence of the final sum. The hard part is that the sum of the $\mathrm{sinc}(z - j)\ln(j)$ doesn't converge absolutely. However, we do have convergence. Indeed, we have for all $j \in \mathbb{N}$,
$$
\mathrm{sinc}(z - j) = \frac{\sin(\pi z - \pi j)}{\pi z - \pi j} = (-1)^j\frac{\sin(\pi z)}{\pi z}\frac{z}{z - j} = (-1)^j\mathrm{sinc}(z)\frac{z}{z - j}.
$$
Therefore,
$$
\left|\mathrm{sinc}(z - j)\ln(j) - (-1)^j\mathrm{sinc}(z)\frac{\ln(j)z}{j}\right| = \left|\mathrm{sinc}(z)z\right|\left|\frac{1}{z - j} - \frac{1}{j}\right|\ln(j) \leqslant C\frac{\ln(j)}{j^2},
$$
for some constant $C$ depending on $z$. The series of the $\frac{\ln(j)}{j^2}$ is absolutely convergent and the series of the $(-1)^j\frac{\ln(j)}{j}$ is convergent by an alternate sum argument. We deduce that the series of the $\mathrm{sinc}(z - j)\ln(j)$ converges. Moreover, we verify easily that the constant $C$ can be chosen locally uniformly with respect to $z$. It implies the local uniform convergence. In particular, $z \mapsto \sum_{j \geqslant 1} \mathrm{sinc}(z - j)\ln(j)$ is holomorphic on $\mathbb{C}$ i.e. it is an entire function.
Now, to conclude, we would need to bound the difference $|C_\alpha(z - j)\ln(\cdots) - \mathrm{sinc}(z - j)\ln(j)|$ by some $K(j,\alpha) \geqslant 0$ (ideally, $K$ would be defined in a neighborhood of each $z \in \mathbb{C}\backslash\mathbb{Z}$ to make sure we have local uniform convergence) such that $\sum_{j = 1}^{\alpha - 1} K(j,\alpha) \rightarrow 0$ when $\alpha \rightarrow +\infty$, but it seems very hard, especially for the $j$ close to $\alpha$.