The Sunyaev-Zel'dovich (SZ) effect can potentially be used to investigate the heating of the circumgalactic medium and subsequent suppression of cold gas accretion onto the host galaxy caused by quasar feedback. We use a deep ALMA observation of HE0515-4414 in band 4, the most luminous quasar known at the peak of cosmic star formation (z=1.7), to search for the SZ signal tracing the heating of the galaxy's halo. ALMA's sensitivity to a broad range of spatial scales enables us to disentangle emitting compact sources from the negative, extended SZ signal. We obtain a marginal S-Z detection (~3.3$\sigma$) on scales of about 300 kpc (30-40 arcsec), at the 0.2 mJy level, 0.5 mJy after applying a correction factor for primary beam attenuation and flux that is resolved out by the array. We show that our result is consistent with a simulated ALMA observation of a similar quasar in the FABLE cosmological simulations. We emphasise that detecting an SZ signal is more easily achieved in the visibility plane than in the (inferred) images. We also confirm a marginal detection (3.2$\sigma$) of a potential SZ dip on smaller scales (<100 kpc) already claimed by other authors, possibly highlighting the complex structure of the halo heating. Finally, we use SZ maps from the FABLE cosmological simulations, convolved with ALMA simulations, to illustrate that band 3 observations are much more effective in detecting the SZ signal with higher significance, and discuss the optimal observing strategy.