I can share my own experiences of researching and lecturing on the Chevalier d'Eon (18th century), whose lived experience doesn't quite map onto any of the gender categories we use nowadays... but it might be helpful. To summarise, the Chevalier was born a man and lived as a man until middle age, at which point rumours began going around that he was actually a woman. Eventually (long and complicated story), the Chevalier announced that this was the case and lived the rest of her life as a woman - although she was revealed to be biologically male after her death.

In dealing with this, I used the appropriate pronoun based on what the Chevalier himself / herself used at the relevant point in his / her life. Fortunately letters survive and, because the Chevalier was French, there is clearly gendered language which allows us to see how the Chevalier presented at each point. While working on the topic, I met with some people active in the field of trans rights, who very kindly gave up their time to discuss the issue with me; and in the end this seemed the fairest and most appropriate way to deal with it - given that I had historical evidence to work with.

As a historian, I'm always wary of projecting modern concepts of gender and sexuality back onto the past. The risk is that one ends up simplifying the gender culture that actually existed, by forcing ourselves to view it through a modern lens that would probably have had absolutely no meaning for people who lived at that time.

In your hypothetical example about Alexander, I think I would probably take the same line as with the Chevalier if inscriptions or letters survived that allowed us to categorically understand that at a certain point s/he had chosen to begin presenting him / herself as a man. Evidence is key.