Were there any documents written on the subject or was it just ignored?
To clarify, I'm talking about men such as Alexander the Great, Julius Caesar or litterary characters such as Achilles and his love for Patroclus.
I'm going to answer the question indirectly, not speaking about historians but early (and mainstream) Christian theologians/church fathers.
The general position was that homosexuality was against nature, and generally to be expected of pagans, who were sexually licentious and idolatrous--and Alexander the Great, Julius Caesar, and the heroes of the Iliad were indubitably pagans. This is more or less based on the famous passage in Romans 1, and you see the echoes in the early writings (St. John Chrystostom, etc.).
As for Julius Caesar, I suppose the source would be Suetonius, who speaks of Caesar being spoken of as "every woman's man and every man's woman"; also "he dawdled so long at the court of Nicomedes that he was suspected of improper relations with the king [of Bithynia]." Note that Suetonius is relatively careful to point out that he's reporting gossip.
Adding onto this, I have heard of the other two's homosexuality but Julius Caesar as well, what are the sources of that?