Multi-fidelity Reinforcement Learning (RL) frameworks significantly enhance the efficiency of engineering design by leveraging analysis models with varying levels of accuracy and computational costs. The prevailing methodologies, characterized by transfer learning, human-inspired strategies, control variate techniques, and adaptive sampling, predominantly depend on a structured hierarchy of models. However, this reliance on a model hierarchy overlooks the heterogeneous error distributions of models across the design space, extending beyond mere fidelity levels. This work proposes ALPHA (Adaptively Learned Policy with Heterogeneous Analyses), a novel multi-fidelity RL framework to efficiently learn a high-fidelity policy by adaptively leveraging an arbitrary set of non-hierarchical, heterogeneous, low-fidelity models alongside a high-fidelity model. Specifically, low-fidelity policies and their experience data are dynamically used for efficient targeted learning, guided by their alignment with the high-fidelity policy. The effectiveness of ALPHA is demonstrated in analytical test optimization and octocopter design problems, utilizing two low-fidelity models alongside a high-fidelity one. The results highlight ALPHA's adaptive capability to dynamically utilize models across time and design space, eliminating the need for scheduling models as required in a hierarchical framework. Furthermore, the adaptive agents find more direct paths to high-performance solutions, showing superior convergence behavior compared to hierarchical agents.