I have figured out how to set this in Mail on my Mac and in iCloud web but can't seem to do this on my iPhone running iOS15. I can set the default ACCOUNT but I want to use the alias as the default email. I can't seem to find this option
I use an alias as my default too. Here's the steps to do it on iOS:
1. Settings > your account > iCloud
2. Scroll to the bottom of the screen to where you see Look Me Up and Mail. Tap on Mail
3. In the top section iCloud Account Information, tap on Email.
4. On the next screen select which iCloud alias you want as your default.
The Advanced setting on the Email screen is also where you can specify mailbox behaviors.