Alexander is a god damn city larger than bastok, I dont see any way how SE can implement that, other than in cut scenes or magical beams of light from the sky, which they can say "OH YEH DATZ ALEXZANDERRZ MAGIX, BTU U NEVR SE HIM LOLZ".
However, Although odin is a very powerful character, (FFVIII for example: He randomly appears and one hits your oponents.) I think he could possibly be introduced... And I feel that Phoenix is also very much a possibility as an avatar as it is mentioned in CoP (on numerous occaisions), aswell as having an item in the game, and a part of a zone named after it.
Although I can only speculate, obviously.... Untill the .dats come out!