I and most Muslims highly doubt it was any person that we know. Whether it be Cyrus, Alex or Darius.

I want to know. How did you let that get to you? I mean there’s no way it’s Alexander.
Similarities are too in your face.
Examples,
1) Him finding the muddy body of water/edge of the world:
Alexander Legend:
“and beyond these there is about ten miles of dry land, and beyond these ten miles there is the fetid sea, the Ocean, which surrounds all creation.”
Surah Kahf:
“Till, when he reached the setting-place of the sun, he found it setting in a muddy spring, and found a people thereabout. We said: O Dhu'l-Qarneyn! Either punish or show them kindness.”
2) God giving him power on Earth:
Alexander Legends:
“Give me power from thy holy heavens that I may receive strength greater than the kingdoms of the world”
Surah Kahf:
“Lo! We made him strong in the land and gave him unto every thing a road.”
3) Finds people who have no shelter from the suns heat:
Alexander legend:
“and those who dwell there have caves hollowed out in the rocks, and as soon as they see the sun passing [over them], men and birds flee away from before him and hide in the caves, for rocks are rent by his blazing heat and fall down, and whether they be men or beasts, as soon as the stones touch them they are consumed.”
Surah Kahf:
“Till, when he reached the rising-place of the sun, he found it rising on a people for whom We had appointed no shelter therefrom.”
4) Travels to a valley:
Alexander Legends:
“he went and passed mount Musas and entered a plain which is Bahi-Lebta, and he went and encamped by the gate of the great mountain.”
Surah Kahf:
“Till, when he came between the two mountains, he found upon their hither side a folk that scarce could understand a saying.”
5) the Yajuj and Majuj (Gog & Magog)
Alexander Legends:
“Alexander said, "Who are the nations within this mountain upon which we are looking? "The natives of the land said, "They are the Huns." He said to them," Who are their kings?" The old men said: "Gog and Magog."
Surah Kahf:
“They said: O Dhu'l-Qarneyn! Lo! Gog and Magog are spoiling the land. So may we pay thee tribute on condition that thou set a barrier between us and them?”
6) The construction of the wall between the mountains:
Alexander Legends:
“And Alexander commanded and fetched three thousand smiths, workers in iron, and three thousand men, workers in brass And they put down brass and iron.”
Surah Kahf:
“Give me pieces of iron - till, when he had levelled up (the gap) between the cliffs, he said: Blow! - till, when he had made it a fire, he said: Bring me molten copper to pour thereon.”
In addition to those connections, Dhul Qarnayn meaning “Two Horned one” and Alexander being depicted with horns on coins dating to centuries before Islam like these