Alexander the Great lives longer.

Cassander also tragically dies due to illness. In truth even though we don't know for sure how Alexander died, in this alternate history Alexander the Great learned that Cassander was planning to murder him and Cassander end was called an illness. And in this alternate history it was a plot with only Cassander on it.

Alexander is to live naturally another 20 years. However even though he won't perish from disease for about 20 years, he can still die in battle. His son survives and reaches adulthood while Alexander is alive.

Can he consolidate his empire? I think not on the long run because nobody in Alexander's place could but in the short run maybe this more cohesive empire makes some significant military gains not only in his own lifetime but with his successor. The whole empire might last a couple decades instead of a few years. Or not. If his successor manages to dominate the other generals (with some backing from some generals and of course most of the soldiers faithful to him) that might help in that regard.

What would be his next target, and will he turn west?
 
His next project would be Arabia, and possibly after that Carthage. They both make sense-by making clients/satrapies out of the Arabian coast he is cutting out the Frankinsence and Murh trade middlemen essentially. Carthage also is a powerful Mediterranean trading power so is a very lucrative target to turn into a client. It also allows him to take Sicily, good for helping him maintain naval dominance over the central mediterranean.

After that, I think he stops and starts focusing more on consolidation. People forget that Alexander was 33 when he died. They always point out how he never bothered to have an heir and was only thinking about conquering and not consolidating-but he could hardly have expected to die so young (and he did have 2 heirs soon to be born) , he had just spent a decade criss-crossing the Persian Empire, and he WAS beginning to consolidate. His establishment of cities in key strategic areas was an important step and something that was continued to great effect by the Ptolemies and Seleucids. He also punished corruption, as was shown after he returned from India. That also seems to be when he started taking the most interest in his empire. Overrall though, he was fine with maintaining the old Achaemenid system with some tweaks, which wasn't a bad idea and would be partially continued by the Seleucids anyway.
 
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