WHat Jewish states, exactly? There hadnt been a Jewish state ever since the Babylonian conquest some centuries earlier. The Jewish Hasmonean State of our timeline (OTL, an abbreviationm youll encounter numerous times on this board) came about after a revolt against the Seleucids, another sucessor dynasty to Alexander. And, for that matter, I fail to understand (well, thats exaggerated - I do udnerstand of course, I just disagree with) why everybdoy always focuses on such an at that time rather unimportant levantine hill tribe...
And yes, no Cleopatra, of course, but that is only the slightest of butterfly effects. The butterfly effect (this, too, youll find here often) is the description for the secondary effects a Divergence has that build up over time. For example, if Alexander doesnt die early, the direct consequences might be he establishes an own dynasty and his Empire is kept together. However, that of coruse would have effects on millions of people, in ways too small of course to detail out. But those changes create new changes, which in turn cretae new changes, etc... but because they are all so en detail, they cannot be outlined, but instead are summarised as butterfly effect, and to that butterfly effect "random" changes elsewhere are attributed. The consequence is that at latest a generation after the divergence, absoliutely
nothing is the same anymore.
Which also means if you have such a PoD in Alexanders time, then things will also become totalyl different in Rome. Even if Alexanders Empire, say, focuses eastwards, against India and let Italia alone, even then teh development will be totally different - no Hannibal, no Caesar, etc. Okay, that was now slightly off.-topic, but your comment about Cleopatra - well, as said, most likely by that time absolutely
nothing will be the same anymore, not only no Cleopatra...
To return to the actual What If at hand, its very open to speculation. Alexander had some great projects planned, like largescale population swaps between east and west. That would have rather radically altered the ethnographic makeup of the region. Apart from those projects we know he had (like also planting Phoenician purple snails at the Arabian coast...) its all pretty much guesswork what he or his sucessors would do. Very open to imagination. So dozens of timelines starting with that divergence can still all be different. After all, Alternate History is no exact science...
And yes, of course that topic has been treated before. Flocculencio has made a trilogy of stories about that, and written an accompanying timeline.
Timeline
Story, Part 1
Story, Part 2
Story, Part 3
Story, Part 4