Is Alexander the Great Dhu al-Qarnayn mentioned in the Hadith, especially since he believed he was the son of a god? And who is Dhu al-Qarnayn mentioned in the Hadith if it is not Alexander?

The mentioned tradition is not a Prophetic Hadith; rather, it is from the words of Mujahid ibn Jabr. The Dhu al-Qarnayn mentioned in the Quran is not Alexander the Great, for Alexander was a pagan, he did not reach the furthest East and West, and he did not build the barrier against Gog and Magog. Dhu al-Qarnayn was a Muslim who lived long before him.

Neither the Quran nor the Sunnah detail Dhu al-Qarnayn's origin or lineage. However, books of biography mention differing accounts of his name (such as Al-Sa'b or Al-Mundhir) and the reason for his appellation (such as his reaching the furthest East and West, or his possession of two actual or metaphorical horns).

Scholars differed regarding his prophethood: some said he was a prophet, while others said he was a righteous king. Al-Hafiz Ibn Hajar mentioned that the apparent meaning of the Quran inclines towards his prophethood, while it was narrated from Imam Ali that he was neither a prophet nor a king, but a righteous servant whom Allah loved. The majority of scholars hold that he was one of the righteous kings. Dhu al-Qarnayn was from the Arab kings of Himyar, not a Greek or Roman.