Good-aligned Hellknights are a rarity in Golarion, the intensity of their doctrine tends to force them to be Lawful Neutral at best. Alexander actually begins his journey as a Lawful Evil character at level 1 and it's the Angel/Legend path he follows that leads him to Lawful Good. I like to imagine that Alexander was a failed armiger of the Order of the Godclaw, likely falling short of their expectations and being turned away from the order very early on. Iomedae, Torag, Irori, Abadar, and Asmodeus all have valuable lessons to offer in his opinion, so he holds onto the pantheon even though he is not officially part of the Godclaw order.

Inquisitors are usually given a wider leash for activities by their deities than clerics or paladins are, so Alexander's many non-lawful decisions don't bring him into too much conflict with the Godclaw, so long as his primary goals remain the same. Thank you for the question ^^!