The main aspect of Alex's character here is, that he had "the IQ of a ten year old" and he was bound to his "aunt" Holly. He was incredibly loyal and dependent on her due to the years of brain-washing (for the lack of a better term). I'm not saying he feared Holly or was actively threatened by her, but he was entirely dependent on her and unable to say anything against her. That statement at the parking lot probably just slipped through due to the surprise of Keller's attack (and he wasn't really revealing anything there apart from his mere participation, if he was even aware of this at all) and he immediately denied it afterwards, especially since Holly sat right next to him.
Later on, once the audience is introduced to the "maze", he tells
Keller about it too.
Ok, that's indeed just "movie coincidence" I'd say (meaning that he could also have told it to him a bit earlier or later, but it served the story-telling better to tell it at this point).
It is true that it might be a bit of a stretch that he endured the heaviest of tortures without even saying anything, but it isn't completely unreasonable, given that he was mentally unable to say anything against Holly (or maybe didn't even understand what Keller wanted from him). So I agree that this aspect of his character might have been exaggerated a bit for the sake of suspense and for Keller and the audience to not know everything right away and for us audience to not even be sure if Alex has anything to do with it at all (we didn't hear what he said to Keller at the parking lot). But it wasn't without any consistent explanation, I think.