WI- Alexander never went west first

Meant east, not west in the title!

WI Alexander believed Persia to be too strong and instead after uniting the Greek city-states under Macedonia he said- "Forget Persia we'll build a western empire first, get strong enough and then go after Persia". Plenty of states to go after- Epirus and Illyria, Sicily and confrontation with Carthage with North Africa, Massilia in southern France, Ibero-Celts, Etruscans, and even Rome would be an asset. He may even plan on the British Isles for the tin. A naval expedition to circumnavigate Africa might be planned if he lives longer. The European and North African climate might allow him to live longer than having traveled the deserts of eastern Persia and the tropics of India. After taking the Mediterranean basin he might attack Persia through Egypt. We could have the type of stalemate seen between the Roman Empire and Persia in OTL.

Is this possible?

I do believe this belongs in Before 1900.

Epic post fail!

Trouble is that many of the targets you reeled off are Greeks themselves so a League of Greek city states attacking other Greeks is not going to be that popular at home.

Plus none of these targets are anywhere near as wealthy as the Persians

Nor do you have the morale boost of the "revenge" invasion of Persia for all the harm done by them a century and a half previously

I am also confused why if attacking West makes him stronger what is the reason for him reaching a stalemate against the Persians?

I guess Macedonia alone might consider occupying Epirus (although Alexander's mum was from Epirus so it might be a little delicate in the family) and Illyria but the gain is small.