For Islamic traditions about Alexander the Great, associated with the Dhu’lkarneyn, the "two-horned" figure of the Koran as referred to below, you can consult this Wikipedia article: Alexander the Great in the Quran.
[Notes by LKG]
This story is part of the Holy Land Folklore unit. Story source: Folk-lore of the Holy Land: Moslem, Christian and Jewish by J. E. Hanauer (1907).
El Khudr the Evergreen
This fountain had been vainly sought for by other adventurers, including the famous Dhu’lkarneyn, the two-horned Alexander, who with his companions came to the banks of the stream that flowed from it and actually washed the salt fish which they had brought with them as provision in its waters, and yet, though the said fish came to life again and escaped them, failed to realise the happiness within their reach. They went on their way till they came to the place where the sun sets in a pool of black mud, and their leader built eighteen cities, each of which he called Alexandria after himself, but neither he nor his companions became immortal because they failed to see and use the one opportunity of a lifetime.
El Khudr, more fortunate or more observant, not only found the fountain but drank of its waters, so he never dies, but reappears from time to time as a sort of avatar to set right the more monstrous forms of wrong and protect the upright. He is identified with Phinehas, the son of Eleazar; with Elijah the prophet; and with St George. Jewish mothers, when danger threatens their children, invoke him as "Eliyahu ha Navi," Christian as "Mar Jiryis," and Moslem as "El Khudr," and his numerous shrines in different parts of the land are visited in pilgrimage by adherents of all three religions.
Though it is believed that prayers addressed to him at all these places are efficacious, yet on Fridays he himself worships Allah at different sanctuaries in succession: one Friday at Mecca, the next at Medina, and then in turn at Jerusalem, El Kûba, and Et Tûr. He only takes two meals a week and quenches his thirst alternately at the well Zemzem in Mecca and that of Solomon in Jerusalem. He bathes in the fountain at Silwan (Siloam).
Next: Legends of El Khudr