Semiconducting MoₓW₁₋ₓSe₂ alloys provide a versatile platform for tailoring the optical properties of two-dimensional materials through both composition and layer thickness. Here, we systematically investigate mechanically exfoliated Mo_(0.58)W_(0.42)Se₂ flakes ranging from monolayer (1L) to nine layers by combining Raman scattering (RS), photoluminescence (PL), reflectance contrast (RC) spectroscopy, and first-principles phonon calculations. Thirteen RS peaks are identified, including the low-frequency interlayer shear mode, whose thickness dependence is well described by a linear-chain model, yielding an interlayer force constant of Kₛ=(2.996±0.015)×10¹⁹ N m⁻³. PL measurements reveal a crossover from the direct-bandgap 1L to indirect-bandgap multilayers. The thickness evolution of the indirect optical transition is quantitatively reproduced using a quantum-confinement model, yielding an out-of-plane reduced effective mass of μ_⊥=0.75 m₀. RC spectroscopy reveals four excitonic resonances. While the A and B excitons associated with the K^± valleys remain nearly independent of layer thickness, the higher-energy C and D resonances originating from the band-nesting regions exhibit pronounced redshifts, reflecting substantial thickness-induced modifications of the electronic band structure. These results establish comprehensive spectroscopic fingerprints of flake thickness, interlayer coupling, and electronic structure in MoₓW₁₋ₓSe₂ alloys and provide a reliable, non-destructive framework for their optical characterization.