Below is taken from stories of the Prophets by Ibn Kathir.
Scholars disagreed regarding his name. Az Zubair Ibn Bakkar narrated after' Abdullah Ibn, Abbas (May Allah be pleased with him): His name was 'Abdullah IbnAd-Dahhak Ibn Ma'd; or Mus'ab Ibn 'Abdullah Ibn Qinan Ibn Mansur Ibn 'Abdullah Ibn Al-Azd Ibn Ghauth Ibn Nabt Ibn Malik Ibn Zaid Ibn Kahlan Ibn Saba' Ibn Qahtan. It has been narrated in a Hadith that he was from the tribe of Himyar and that his mQther was Roman, and he was called the Philosopher for the excellence of his mentality. However, As-Suhaili said: his name was Marzaban Ibn Marzabah. This was mentioned by Ibn Hisham who mentioned in another location that his name was: As-Sa'b Ibn Dhi Mara'id who was the grandfather of the Tababi'ah and it was him who gave the verdict to the benefit of Ibrahim (Peace be upon him) pertaining to the well of As-Sab' . It was said: He was Afridun Ibn Asfiyan who killed Ad-Dahhak. Al-Qass Ibn Sa' idah Al-Iyadi said in his famous sermon: 0 folk of Ayad Ibn As-Sa'b! Dhul-
Qarnain ruled over the west. and east, subjugated the Jinn and mankind, and he lived for two thousand years. However, all this was just like a twinkle of the eye. Ad- Daraqutni and Ibn Makula mentioned that his name was Hirmis, or Hirwis Ibn Qitun Ibn Rumi Ibn Lanti Ibn Kashaukhin Ibn Yunan Ibn Yafith Ibn Nuh (Noah (Peace be upon him)), and Allah knows best!
Ishaq Ibn Bishr narrated after Sa'id Ibn Bashir on the authority of Qatadah as saying: Alexander was (called) Dhul-Qarnain, his father was the first Caesar, and he was from among the offspring of Sam Ibn Nuh (Noah (Peace be upon him)).
At this conjecture one should distinguish between two people who were called Dhul-Qarnain. The first is our pious Dhul-Qarnain while the second is Alexander Ibn Philips Ibn Masrim Ibn Hirmis Ibn Maitun Ibn Rumi Ibn Lanti Ibn Yunan Ibn Yafith Ibn Yunah Ibn Sharkhun Ibn Rumah Ibn Sharfat Ibn Tufil Ibn Rumi Ibn AI-As far Ibn Yaqz Ibn Al-'lis Ibn Ishaq Ibn Ibrahim (Peace be upon him). This lineage was stated by Al-Hafiz Ibn' Asakir in his Tarikh (History). Moreover, he was the Macedonian, Greek, Egyptian leader who established Alexandria and basing on whom the Romans set their Calendar. He came after the first Dhul-Qarnain with a very long time. This was three hundred years before Jesus (Peace be upon him). His minister was the famous Philosopher Artatalis. Moreover, he was the one who killed Dara Ibn Dara, and subjugated the Persian kings and seized their lands. We only drew the reader's attention to this because many people think that the two men called "Dhul-Qarnain" are me, which is a big mistake for there were great differences between both. The first was a godly, pious, righteous worshipper of Allah the Almighty, and he was a just king whose minister was the pious man, Al-Khadlr. Moreover, some scholars stated that he was a Prophet as well. Whereas, the latter was a polytheist whose minister was a philosopher as mentioned earlier. In addition, the time elapsed between them both was more than two thousand years. Hence, none can miss
the great differences and variance between both of them but an ignorant idiot who know nothing at all!
Stories of the Prophets - Ibn Kathir.