Further to noting the self-named Alexandria, Q. Curtius Rufus' accounts of the other Alexandrias call for additional comment.
Alexandria ad Aegyptum - 4.8.2, 5, 10.10.20
Alexandria on the Caucasus - 7.3.23
Alexandria on the Tanais / Eschata - 7.6.25
Alexandria on the Indus - 9.8.8
The name was assigned by order (7.6.25 hanc quoque urbem Alexandriam appellari iussit, 9.8.8 oppido ibi condito quod Alexandream appellari iusserat), but in the case of the 'Egyptian' city, Curtius reports elegit urbi locum, ubi nunc est Alexandria, appellationem trahens ex nomine auctoris but does not elaborate on trahens by explaining how.
The same city may be Alexandria or Alexandrea (Egypt, 4.8.2, and 5 vs 10.10.20).