Opa, tudo joia Matheus! Segue meu gradle:
apply plugin: 'com.android.application'
android {
    compileSdkVersion 30
    defaultConfig {
        applicationId "br.com.alura.agenda"
        minSdkVersion 21
        targetSdkVersion 30
        versionCode 1
        versionName "1.0"
        testInstrumentationRunner 'androidx.test.runner.AndroidJUnitRunner'
    }
    buildTypes {
        release {
            minifyEnabled false
            proguardFiles getDefaultProguardFile('proguard-android.txt'), 'proguard-rules.pro'
        }
    }
    compileOptions {
        sourceCompatibility JavaVersion.VERSION_1_8
        targetCompatibility JavaVersion.VERSION_1_8
    }
}
dependencies {
    def room_version = "1.1.1"
    implementation "androidx.room:room-runtime:$room_version"
    annotationProcessor "androidx.room:room-compiler:$room_version"
    implementation fileTree(dir: 'libs', include: ['*.jar'])
    implementation 'androidx.appcompat:appcompat:1.2.0'
    implementation 'androidx.constraintlayout:constraintlayout:2.0.4'
    testImplementation 'junit:junit:4.13.1'
    androidTestImplementation 'androidx.test.ext:junit:1.1.2'
    androidTestImplementation 'androidx.test.espresso:espresso-core:3.3.0'
    implementation 'com.google.android.material:material:1.2.1'
}
A opção do import com alt+enter não aparece, acredito que o erro esteja no gradle mesmo.
Obrigado!