For your captured cities, you don't need to get that much infrastructure up until you finish the war, monuments are pointless when you can just build culture, especially in places that don't have any cultural competition anymore; usually getting the first border pop is going to be enough. Maybe get a theater. Temples on a non-spiritual civ probably aren't worth the bother, and definitely not monastaries as his mediocre cities aren't going to be putting out much research and at this point in the game they might go obsolete soon enough. Also, markets and stuff aren't too good when you run high science %, as it goes to science anyways.
In most cases you're better off just building wealth. Or whipping more units and walls
The other thing is that you're going for military science, which I don't think will be a particularly big benefit. Getting a war academy is nice, but you don't really need grenadiers as there won't be any rifleman to counter. You'd be better served heading towards steel or rifling as those will allow you to plow through the rest with ease.
Depending on how many friends Alexander has, you may want to consider suing for peace and regrouping. You can easily finish him off if you can regroup without him running around harassing your cities.
But, yeah, I know it's a bit weird to people who aren't from around the north of England.
