At this point he still wants to marry Alexander to Natalya to cut out anyone else from power and also to put his family in line in case Peter should die without progeny. Regarding Alexandra though, I think Menshikov will begin to look for a husband for her as his clashes with Peter II continue. And Ivan would be the ideal husband due to his proximity to Peter II and him being a scion of the Dolgorukovs.The obvious thing that Menshikov could do but did not do in OTL (perhaps due to the shortage of time in power) was to arrange marriages of his remaining children to the main competing families : in OTL after exile his son Alexander married princess Golitsina (daughter of the Senator Peter Golitsin who died in 1722) and daughter Alexandra - Gustav Biron. In your TL Alexandra (if you chose the schema) may get betrothed to Ivan Dolgoruki (instead of OTL Countess Sheremeteva). Of course, this type of an alliance implies certain degree of a power-sharing but it also brings the OTL rivals closer to each other: at that time the family links did matter (which did not prevent Menshikov from dealing harshly with Devier 😜). A resulting ruling clan is pretty much unbeatable short of the OTL events following the death of PII when the members of two leading families completely misread the political situation and lost support of the nobility.