The dgraph bulk command pre-formats the p directories, it is not meant to be run while the alpha is up at all. Just the Zero servers and bulk loader, then copy the result of the bulk loader into correct locations, then start the alpha servers with that pre-formatted p directory. Anything else probably put you in a very odd disconnected state between the alpha servers and zeros.
From the docs you listed:
Only one or more Dgraph Zeros should be running for bulk loading. Dgraph Alphas will be started later.