You cannot use shield wall, swimming, horde, etc, with Alexander. BI's features are strictly BI's. Alexander instead has its own features: custom general's strat and battle models and portraits, and increased limit in DMB. I don't know what is the limit in DMB for Alexander but I know for a fact it is over 300 (my mod's DMB has 302 entries currently).

So if you want to use BI's exe in Alexander, you'll have to clean up the DMB first and bring it down to under 250 entries. Then you just run the exe with the mod:alexander line and you should be able to use BI's features. Note, however, that Alexander's features like Alexander having unique strat and battle models would be ignored by BI's exe. You may also have to modify descr_strat.txt as the faction_do_not_attack feature is not recognizable and must be ommitted.