Iron Fist Alexander's questline moves through several regions and intersects with major progression moments, including the Radahn Festival.
Early Limgrave encounter
Alexander can first be encountered in Limgrave, where helping him establishes the questline and introduces his recurring travel story.
Radahn Festival
Alexander later appears as part of the Radahn Festival. This is one of the clearest progression checkpoints in his route.
Mid-game encounters
After Radahn, Alexander continues traveling. Later interactions can occur around Liurnia and Mt. Gelmir as the route advances toward late-game areas.
Fire Giant connection
Alexander can be connected to the Fire Giant stage of progression, so keep his quest in mind before pushing far beyond the Mountaintops.
Farum Azula finale
The quest reaches its final major step in Crumbling Farum Azula. If you care about completing his storyline, check your progress before finishing late-game areas.
Track locations, not every dialogue line
A simple “last seen” note is enough for most of the route: Limgrave, Radahn Festival, Mt. Gelmir, Mountaintops and Farum Azula.
Reference: Elden Ring Wiki — Alexander route.