Well I doubt he'd be in the market for a new waifu if Lily dies. But if he (and by extension, I) absolutely had to choose, I think I'd say Amber. If only because he's had positive social interaction with her, and doesn't really have any problems with her (now that I think about it; he could use his Blessing and Clergy Patron Benefits to turn Amber's ship into a flying super fortress, that also soothes the injuries of those on it). Alexander isn't very social by nature, you kind of have to jump kick your way into his life, kind of like how Lily did.

Also, this seems like a good time to mention it (since it never came up naturally); Alexander use his Blessing and Clergy Patron Benefits as much as possible on his house. As it stands, it could tank a fleet of bombers unleashing their payload right on top of it without so much as a scratch. It also slowly heals everyone inside of it. You know in some video games, those rooms inside of dangerous places where you're completely safe and can rest up in peace? That's pretty much what Alexander turned his house into.