Try:
eq2 = FullSimplify[DSolve[eq1, Z[R, T], {R, T}] // FunctionExpand,
Assumptions -> {\[Alpha] > 0, R > 0, T > 0}] // Expand
(*{{Z[R, T] ->
E^(-(1/2) I \[Pi] \[Alpha]) BesselI[\[Alpha], R] C[1][T] -
I E^(-(1/2) I \[Pi] \[Alpha]) BesselI[\[Alpha], R] C[2][T] - (
2 E^((I \[Pi] \[Alpha])/2) BesselK[\[Alpha], R] C[2][T])/\[Pi]}}*)