Since Alexander seems to have lived for at least 200 years, if not longer, there is plenty of opportunity for interesting stuff having happened
before the time with Daniel.
So maybe a prequel could be made, where we play the role of... Johann Weyer perhaps?
Maybe we would start when he is under Agrippas wings, accompanying him on his journey to find an orb.
And as things unfold, we get to the part Agrippa told Daniel about, how Weyer got a hold of many orbs.
I.e. playing as Weyer we would venture to different locations, trying to acquire orbs. And while doing that we'd go through living nightmares, etc.
And at the end we would be able to use the powers of the collected orbs to open a portal and go through, like we already know from Agrippa in Amnesia.
So basically it'd be like taking a character from Amnesia and creating a spin-off prequel of sorts, which would tell the events from Amnesia from that persons' perspective.
Or maybe even from a much earlier time. If we'd play Alexander, we could find out why he was banished, and what he had to do in the beginning, or explore some earlier adventures he had during the first 100 years, etc.
Whatever it would be, it'd be nice to have another game playing in the Amnesia universe.