An old paper discussing Kandahar, Skanda-Murukan and Alexander is
N. Gopala Pillai, "Skanda: the Alexander Romance in India",
Proceedings of the All-India Oriental Conference, (Trivandrum:
Government Press, 1937), Vol. IX, pp. 955-977.
On contacting my friends, Patrick Harrigan and Manivannan (in
Agathiyar
elist) I have some URLs. Kanchi Chandrasekharendra Saraswati has also
written about Alexander-Skanda connections.
Synopsis: "The Myth of Deification of Alexander and its
alleged influence on the cult of Skanda-Murukan-Karttikeya"
by K. V. Ramakrishna Rao
http://murugan.org/events/2001_synopses/rao-1.htm
On the ancient shrine Kataragama in Sri Lanka dedicated to Skanda:
Patrick Harrigan, Dionysus and Kataragama: Parallel Mystery Cults
http://kataragama.org/research/dionysus.htm
Also, see Harrigan, Skanda-Murugan: Supreme deity or Rascal?
http://murugan.org/research/sasthi.htm
See more papers on Murukan worship:
http://www.murugan.org
Regards,
N. Ganesan