It seems logical considering his popularity in the East and his great empire. Zulqarnain means two horned one, which was the helmet of Alexander/ Sikander e Azam.
My father has book talking about the relation of early Jew with Alexandre. And there is a record saying Alexandre made one of the Jew temple. Maybe you can find it through google.
Alexander the Jew
Many
Jewish names are passed from generation to generation. There are Eastern European names like Mendel or Yenta,
Israeli names like Erez or Tal, and then there are the classical names of Jewish
heroes–like
Solomon, Daniel, or Alexander.
Yes, Alexander, as in Alexander the Great, who conquered the Land of Israel,
circa 329 B.C.E. According to the ancient Jewish historian
Josephus, Alexander had great respect for the Jewish people. In one story recounted in Josephus’
Antiquities, Alexander had a
mystical vision which informed him that all his victories only happened because the
God of the Jews allowed them to happen.
The version of Alexander’s arrival given in the
Talmud (Yoma 69a) is not quite as fantastic–the
sages in charge at the time realized that Israel had no chance of defeating Alexander, and so they met the conqueror at the gates of Jerusalem, offering an armistice. Alexander accepted their peace.
In return, according to legends, Alexander asked that every Jewish boy born in the next year be named “Alexander.” Because of the Jewish practice of
naming babies after ancestors, the name persevered. Even today, even in the most traditional communities, it’s not unusual to encounter the very Jewish name of Alexander.
https://www.jta.org/jewniverse/2012/alexander-the-jew