This video goes into detail as to why Dhul Qarnayn described in the Quran is actually Alexander the Great. It goes through multiple parallels of the two stories to demonstrate without a shadow of a doubt that the two people are one and the same. Much has been written about this online already including how Alexander was given the name “The man with two horns”, but the actual details of the story are extremely closely related.
The Quran has many stories in it. Infact one of the claims of its miraculous nature is that it contains many stories that Prophet Muhammad could not have known. It is said that God himself told him these stories.
ذَٰلِكَ مِنْ أَنبَاءِ الْغَيْبِ نُوحِيهِ إِلَيْكَ ۚ وَمَا كُنتَ لَدَيْهِمْ إِذْ يُلْقُونَ أَقْلَامَهُمْ أَيُّهُمْ يَكْفُلُ مَرْيَمَ وَمَا كُنتَ لَدَيْهِمْ إِذْ يَخْتَصِمُونَThat is from the news of the unseen which We reveal to you, [O Muhammad]. And you were not with them when they cast their pens as to which of them should be responsible for Mary. Nor were you with them when they disputed. (Quran 3:44)نَّحْنُ نَقُصُّ عَلَيْكَ نَبَأَهُم بِالْحَقِّ ۚIt is We who relate to you, [O Muhammad], their story in truth…
وَكُلًّا نَّقُصُّ عَلَيْكَ مِنْ أَنبَاءِ الرُّسُلِ مَا نُثَبِّتُ بِهِ فُؤَادَكَ ۚ وَجَاءَكَ فِي هَٰذِهِ الْحَقُّ وَمَوْعِظَةٌ وَذِكْرَىٰ لِلْمُؤْمِنِينَAnd each [story] We relate to you from the news of the messengers is that by which We make firm your heart. And there has come to you, in this, the truth and an instruction and a reminder for the believers.
The first point is simply that the Quran mentions that they asked Prophet Muhammad about Dhul Qarnayn. So we know this is an individual that was known to the questioners in Arabia. This eliminates the possibility that Dhul Qarnayn is a completely foreign entity that nobody knows about.
Secondly, the two stories have very strong similarities including Alexander travelling to the east and west, seeing the rising of the sun from a people who had no cover from it, seeing the setting of the sun into a pool of water, etc.
Thirdly, why do Muslim scholars want to deny the similarity? Because historical evidence has been found regarding Alexander the Great being a pagan idol worshipper, which means either the Quran is mistaken, or history is wrong, or the two people are not the same. Since we have so much evidence that they are the same person, the only possibility is either history is completely wrong and fabricated (a conspiracy maybe?) or the Quran is actually the writing of Prophet Muhammad who included the popular fable of Alexander the Great in his “revelation”.