Bash Alias – Creating Alias with Executable’s Name

!! is expanded by bash when you type it. It's not expanded by alias substitution.

You can use the history built-in to do the expansion:

alias sbb='sudo $(history -p !!)'

If the command is more than a simple command (e.g. it contains redirections or pipes), you need to invoke a shell under sudo:

alias sbb='sudo "$BASH" -c "$(history -p !!)"'

You can't, history expansion happens before alias or parameter expansion.

I personally hate history expansion and is the first thing I disable.

Here, instead of aliasing a history expansion, I'd suggest creating a widget that increments a E<n> number left of the cursor:

increment-episode() {
  emulate -L zsh
  setopt extendedglob
  LBUFFER=${LBUFFER/(#b)(*E)(<->)/$match[1]${(l:${#match[2]}::0:)$((match[2]+1))}}
}

zle -N increment-episode

bindkey '\e+' increment-episode

And then, you just press Up and then Alt++ and you have a visual feedback of what's going on at every stage and can undo/redo/adapt at will, and not work blindly like with csh history expansion (a feature from the 70s that IMO made sense then but not so much now that we have faster and more capable terminals and line-editors).

But if you really wanted to blindly evaluate the code in the previous command in the history with the number after E incremented, you could do:

rerun-with-next-episode() {
  emulate -L zsh
  setopt extendedglob
  local new
  new=${${history:0:1}/(#b)E(<->)/E${(l:${#match[1]}::0:)$((match[1]+1))}}

  # display it
  print -ru2 -- $new

  # put it on the history
  print -rs -- $new

  # evaluate it
  eval -- $new
}