Why argue that a notorious Gentile Pagan world leader could be among those? We begin in Daniel 7.
Daniel 7 is a prophecy were the symbolism has two layers to it. The Beasts represents the kingdoms/nations of those world empires. But also for the first three at least their most notorious Kings who made them world empires. The Fourth is more complicated because Rome's history is more complicated.
Daniel 7:12 after describing the fourth beast's destruction says "As concerning the rest of the beasts, they had their dominion taken away: yet their lives were prolonged for a season and time." This shows that those three nations will still exist in the Millennium. But I also feel it should also apply to the three Kings. Nebuchadnezzar, Cyrus and Alexander The Great. Which would make those three saved individuals.
With Nebuchadnezzar we know he's saved because Daniel 4 records his Salvation.
Some Dispensationlists teach salvation was different before The Cross, it's by Faith Alone only after. Problem is Paul was using the Old Testament to prove his point. In Galatians we are told Abraham was saved by Faith when he believed God in Genesis 15.
What exactly you needed to believe may have been different, since the NT wasn't written yet. But it was still by Belief. Jesus also tells us as The Queen of Sheba was saved because she believed Solomon, and the men of Nineveh because they believed Jonah. That they repented was a different cause to a different effect.
Isaiah 44-45 records a message God wrote to Cyrus before he was born. We know from the end of 2 Chronicles and beginning of Ezra that Cyrus did as God told him. Josephus records that it was Daniel who showed Isaiah's scroll to Cyrus. So Cyrus was saved by believing Isaiah's message I suspect.
Josephus later records that Daniel's prophecies that mentioned Alexander The Great were shown to Alexander when he was in Jerusalem. If you read Josephus account of Alexander in Jerusalem with this Biblical precedent in mind, you'll be left with little doubt that he was Saved at that time. And because I believe in Eternal Security, none of his later sins either disproved that salvation or undid it.
As I said before on the subject of the 30 AD Resurrection of Old Testament Saints. Maybe not all were resurrected then (Matthew's text says many not all) and some are being saved for later, when The Millennium starts. So if we ever find Alexander's body it would not disprove anything I argued for above, only what I'm about to argue for below.
I've looked at the history of historical references to Alexander's body and/or tomb and found some things curious.
The last recorded visit that takes place before 30 AD is when Augustus visited it. Where he accidentally damaged his Nose trying to place a reef on the body. Dion Cassius, LI, 16 and LXXV, 13. reports Augustus' request to see the body of Alexander. "But touching the nose he did some damage to it. Asked if he wanted to visit the tombs of the Ptolemies, he refused, saying that: "I came to see a king and not dead men". Also Suetonius, vit. Auq. XVIII.
The first visit known to happen after 30 AD is Caligula's also recorded by Suetonius. He removed Alexander's breast plate, but the body isn't really directly mentioned. You'd think the man with the more reckless personality seeking to do a more difficult task would do more damage to it.
Dion also records that in his own day the Roman Emperor Septimius Severus sealed up the Tomb. He also mentions that Severus placed in the Mausoleum all the secret books "so none could read the books nor see the body". Septimius Severus was also one of the Emperors who persecuted Christianity, and his wife was a notorious opponent of Christianity.
The next Emperor, Caracalla, placed items in the Tomb but again the body isn't mentioned. A modern theory that he moved the body to a tomb in Macedon has been formed. Why would he do that while still honoring the Tomb in Alexandria? He also believed he was something like a reincarnation of Alexander (he was one of the crazy Emperors) maybe a lack of Body there helped reinforce that idea in his head.
The Body itself seems to have always been visible and referenced before 30 AD, but after that direct references to the body are avoided. Maybe it disappeared in 30 AD?
It was in the 4th Century that certainty of what structure was Alexander's Tomb was lost. Some theories interestingly have one of the earliest Christian Churches of Alexandria built over the Tomb. One specifically is a Church called the Church of Alexander. There were no Church Buildings before the Third Century, so Church building was still a new thing during this period. Why would Christians want to build a Church over his tomb and name it after him? Did early Alexandrian Christians have a tradition we've lost? Could it be in 30 AD Alexander rose again and proclaimed the Olympian gods false and that the recently Crucified Jesus of Nazareth was The One True God?
Let's return to Scripture. Acts 16:8-12
And they passing by Mysia came down to Troas. And a vision appeared to Paul in the night; There stood a man of Macedonia, and prayed him, saying, "Come over into Macedonia, and help us."
And after he had seen the vision, immediately we endeavoured to go into Macedonia, assuredly gathering that the Lord had called us for to preach the gospel unto them. Therefore loosing from Troas, we came with a straight course to Samothracia, and the next day to Neapolis; And from thence to Philippi, which is the chief city of that part of Macedonia, and a colony: and we were in that city abiding certain days.I agree with the theory that the part of Acts 16 where Paul is at Troas (Troy) is where Luke (The Macedonian physician) joins him, because it's there that the narrative voice changed from third person to first person. But it's sometimes tied into that to identify Luke with the man who appeared to Paul in the vision asking him to come to Macedonia. But that to me is clearly an Angelic personage. Paul probably sought a Macedonian who was in Troas after that vision to help him as he decided to head to Macedonia.
To 1st Century AD Greek speakers the biography of Alexander was as well known as the biography of George Washington is to us. And this part of the Acts narrative was very likely to make readers think of Alexander. Paul is sort of following Alexander's footsteps in reverse. Troy was one of the first places Alexander made a point to visit after he traversed from Europe into Asia. Paul is from Troy going to leave Asia and enter Europe with Macedon being the first place he goes. A city founded by and named after Alexander's father. Mention is also made of Samothace, the Island were Philip and Olympias (Alexander's parents) met while being inducted into a Dionsytic cult.
Other scholars have suggested that either Alexander or Philip is who the readers were meant to assume this man was. But they do so without tying any of these Resurrection or Daniel related issues into it.
Alexander did not have to be Resurrected to be used by God for this vision. Samuel did not need to be physically Resurrected to be used by God to deliver a message to Saul. But on this side of The Cross, Abraham's Bosom is empty, so the nature of the after life is different then it was before.
Saul was a namesake to Paul's Jewish name. But also similar to Alexander in some ways, both were important Kings of their nations but who's descendants didn't inherent their Thrones. For Alexander this detail about him is among the things Daniel predicts in chapter 11. Both also got angry and threw spears at people.
So, who knows, it's not something to build a huge doctrine on. But it's interesting.
Update March 4th 2017: I now consider this theory mostly defunct for two reasons.
1. I now strongly suspect those Resurrected in 30 AD are limited to people buried on the Mount of Olives at that time. And it's not likely Alexander's body wound up there.
2. Now that I'm a Unviersalist, I no longer aboslutly need Alexander to have been Saved in his Mortal Live to possibly be on Earth during The Future Messianic Era, thus fitting Daniel 7. Though I still feel that is probably necessary to be here during the Millennium. And I do still think Alexander was possibly Saved in that sense.
I still think everything I discussed above is interesting however.