You ask if you have anything to worry about with the following sentence:
“In Chiang Mai alone, the largest and most culturally significant city in Northern Thailand, there are six registered schools teaching Thai massage.”
No, I don’t think so. It’s a grammatically airtight sentence. Perhaps you were suspecting that somehow, the presence of the adjective “alone” in between the subject “Chiang Mai” and the modifying phrase “the largest and most culturally significant city in Northern Thailand” makes that phrase dangle. (Indeed, it would seem that that phrase modifies “alone” rather than “Chiang Mai.”) This isn’t the case at all, though. It’s because “alone” refers specifically to the same subject “Chiang Mai,” emphasizing that the modifying phrase that follows (“there are six registered schools teaching Thai massage”) exclusively refers to that city and to no other place.
The grammatical role of “alone” in that construction is quite similar to that of the reflexive pronoun “itself” in this sentence: “In Manila itself, the Philippine capital, the permanent population is now in excess of 1.7 million.” Semantically and logically, the appositive “the Philippine capital” and the main clause “the permanent population is now in excess of 1.7 million” both refer to the noun “Manila” and to the reflexive pronoun “itself,” so there’s no danger of a dangling modifier occurring in that construction.