I believe that his tomb is most likely under a religious building in Alexandria (probably a mosque), or lost to history due to the various natural disasters that Alexandria has experienced in two millennia. I'm intrigued by the theory that his body was mistaken for St. Mark's and taken to Venice, but I don't see it being as likely.
More / more in-depth / more recent info is definitely welcome, but FYI OP, there have been a few threads discussing the topic which may be of interest
Do we know when Alexander the Great's sarcophagus was lost? - featuring /u/Docimus. This post is only 4 months old, so still open if you have follow-up questions
What are the prevalent theories regarding Alexander the Great's death? - includes links to a few more on the subject of possible burial sites. Since these posts have been archived, post follow-up questions here and tag the relevant user's username to notify them