The Agrianians from the books are rude brawlers who wield long knives and fight like berserkers. Historically, Agrianians served in Alexander's army as peltasts, a type of refined light infantry that performed strategic skirmishing and carried javelins and shields.
Characters
Alexander is much less bloodthirsty here than he was in real life, with much less massacres to his name, and even in those, they always come along with some excuse or external reason that is not mentioned in sources.
In real life, Leonidas wasn't a secret agent of Philip II (well, that we know) and certainly didn't die at the siege of Tyre, as he outlived Alexander's entire conquest of the Achaemenid Empire. We know it because Alexander had the chance to laugh at Leonidas's lesson about the high price of incense, sending him back an incense cargo with the advice not to be so penurious. Also, the real Leonidas was a relative to Olympias, which is not mentioned in the books and would not fit easily with his role as a spy for Philip.
In the books, Alexander and Memnon meet for the first time in the Persian empire. In real life, the two actually knew each other since Alexander's childhood, as Memnon passed several years in Philip's court due to having been exiled from Persia for supporting a revolution. The reason Memnon was later so skilled at countering Macedonian strategies (as well as the reason of Alexander's own knowledge of Persian military) was precisely the time they passed together, in which Memnon had even played somewhat of a mentor role to the seven years old Alexander. The same goes with Barsine, who lived with Memnon in Philip's court around the same time.
Similarly to the previous, Nearchus is portrayed here as a random navarch who gets first introduced to Alexander in the Persian coast. In real life, Nearchus was one of Alexander's childhood friends in Pella; he was even exiled by Phillip after the incident with Attalus. The same happens with Harpalus.
In the books, Eumenes is the only friend of Alexander that doesn't have military training, which makes him the official Butt-Monkey in anything requiring physical conditioning. In real life, while Eumenes did serve mostly as a secretary to Phillip and Alexander, he was a trained soldier like everybody else and actually commanded forces during Alexander's conquest (to the surprise of some other Greeks who believed he was a simply civile servant), and he even defeated Craterus personally in the Battle of the Hellesponto after Alexander's death. The books establishing him as an unathletic nerd is even more absurd, as the real Eumenes had a reputation to be a gymnasium beast who even excelled at pankration of all things.
As Manfredi admits in the appendix of the second book, the story conflates the historial characters of Amyntas IV and Alexander of Lyncestis, which contributes to Alexander's Adaptational Heroism by having him pardoning his most dangerous successional rival after Philip's death. In real life, Alexander immediately ordered Amyntas and two other royal candidates to be executed, and he only spared Alexander of Lyncestis because the latter knelt to him at the moment. This Alexander also went to marry Antipater's daughter, which the fictitious Amyntas doesn't.
The historical Attalus was certainly antagonistic to Alexander due to family affairs, but he was loyal to Macedonia and apparently never attempted to betray it. Even when Demosthenes tempted him with the idea of a rebellion, he refused and instead brought his letters to Alexander to prove his loyalty, only for Alexander to execute Attalus anyway in order not to take any risks. In the books, Alexander merely orders to arrest Attalus, and the latter is killed because he apparently chose that very moment to rebel against him.
The Persian who wounded Alexander with an axe in the Granicus wasn't Rheomithres, but an unrelated Persian commander named Rhoesaces.
The real Aristander was already in Philip's court before the birth of Alexander. He was, in fact, the seer who interpreted his parents's prophetic dreams. In the books, however, he meets Alexander in Halicarnassus.
The real Memnon died while besieging Mytilene, not while trying to evade Alexander's forces in Caria.
Instead of being killed in Gaugamela as in the second book, the historical Barsine actually outlived Alexander himself and gave birth to his supposed son, Heracles. They were both executed much later, during the Wars of the Diadochi.
The characters of Athenophanes and Stephen are both real, but they were neither philosopher wannabes nor master and servant respectively; Stephen's incineration, horrifically enough, was not even accidental as portrayed in the book. In real life, Athenophanes was actually an entertainer in the service of Alexander, while Stephen was an unrelated singer boy infamous for his ugliness. What happened really is almost Comedic Sociopathy: after witnessing the effects of naphta, Athenophanes proposed to Alexander to test its possible weaponized usage on a living human, and they callously grabbed the funniest-looking guy around (who even idiotically accepted out of desire to prove himself to the king) to use him for it. To be fair, however, Alexander realized they had gone overboard when he saw the fire could not be quenched quickly, and after the incident ordered Stephen to be taken to his personal doctors.
The Alexander Trilogy gives a heavily fictionalized version of Philotas' conspiracy where the former and Simmias are the only historical characters. However, the biggest difference is that the novel shows all of them as guilty, while in real life only Philotas was executed: Simias and his brothers Attalus and Amyntas (not to confuse with the similarly named book characters), who had been all accused to be part of the conspiracy, got acquitted.
In the novel, Parmenio is killed by a soldier named Demetrius who is sent by Eumolpus. In real life, the assassination was carried by two officers, Polydamas and Cleander, possibly accompanied by the prince Sitalces II and two other officers named Heracon and Agathon (or maybe an unrelated commander named Menidas in the place of those two).
Skeptic philosopher Anaxarchus, Alexander's main court philosopher, is notably Demoted to Extra, being mentioned in a single scene. His late role as the person who cheered Alexander up after murdering Cleitus is instead given to Aristander.
Anaxarchus' apprentice Pyrrho also appears, and is mentioned in a letter to Aristotle that he learned under Hindu sages, which later allows him to explain Alexander who is Kalanos. However, the timeline for this doesn't fit. In real life, those sages he learned under were Kalanos and the gymnosphist themselves, whom Alexander and his entourage were yet to meet both in history.
Thalestris, the unnamed queen of the Amazons who visits Alexander in the novels to conceive a child with him, is just a legendary character, as it was confirmed as such in Alexander's own time (apparently Lysimachus himself heard the story and said jokingly "And where was I, then?").
Darius' second daughter Drypetis did not have the second name of Barsine, like Memnon's wife. That was his first daughter, Stateira II.
Events
In the books, Bucephalus is bought by Philip as a gift to Alexander, which the latter chooses to tame personally instead of leaving it to his caretakers. In real life, Philip had rejected the offer to buy the animal for being too expensive, and it was Alexander who offered to buy it himself if he could tame it, which he did.
The first book's rendition of the Battle of Chaeronea has Alexander wiping out the Theban Sacred Band with a cavalry charge of all things, which in real life should have been futile against a tight Greek phalanx like that. Ancient sources are vague about this, but the ones that really elaborate have the Macedonian forces being another phalanx, not cavalry.
Alexander's exile from Macedonia was harsher in real life, as Philip also exiled several of Alexander's friends, who included Nearchus, probably out of spite. Similarly, the books have Alexander having no other military experience than the Battle of Chaeronea when he is exiled, despite in real life he had already played military and political tasks in Thracie (where he had founded the city of Alexandropolis), Perinthus and Amphissa.
The role of mediator between Alexander and Philip during the former's exile was played by a soldier named Demaratus, not by Eumenes. One can guess Eumenes still helped, though.
The second book makes a big deal of the fact that the murderer Pausanias was possibly silenced by random guards who might have been in the loop. In real life, this would have been difficult, as the soldiers who mistakenly killed him instead of taking him alive included Perdiccas and Leonnatus.
In the books, Eurydice had two children who were all executed by Olympias, not one.
Memnon's mercenaries die fighting or manage to escape from the Granicus in the book. In real life, Alexander captured many of them and sold them as slaves in Greece.
Halicarnassus is almost destroyed in the second book because Alexander has to demolish many houses in order to drag his siege machines to the city's fortress, which is still untaken by that point. In real life, the city was destroyed by a fire set by Memnon while he was escaping the siege.
Bizarrely enough, the novels play a Composite Character with two cities, namely Termessos (in the Taurus Mountains in Caria) and Telmessos (in the Mediterranean coast in Lycia), by conflating them both as the former. In real life, the city famous by its diviners and Aristander's home was Telmessos, and the one who was built on a unsurmountable mountain was Termessos. Also, Alexander's attack on the latter was much less successful than in the books, and he ultimately abandoned his attempts to capture the city because it had little strategic value for all the effort.
The choice to portray the Battle of Issus as a deliberate trap set by Darius is particularly stupid, because the very happening of the battle was acknowledged historically as a mix of blunder and bad luck for the Persians that only concluded in their defeat. To elaborate, Darius had originally planed to sneak his gigantic army between Alexander and Parmenion in order to separate them, admittedly a deft move, but as Alexander had already rejoined Parmenion by then, all Darius accomplished was getting behind the combined Macedonian army. This might sound good for the Persians at first, as they had the chance to capture the Greek naval base in Issus, but the whole move also had the side effect of pointlessly stucking the large Persian army in a narrow range of coast, which impeded it from deploying comfortably to face the quick-thinking (and angry) Hellenics once they came back. As a result, Alexander had the perfect terrain to attack without being overwhelmed by sheer numbers, break through the Persians and defeat them. Suggesting this place of battle was an intentional Persian choice, therefore, would only imply Darius and all his generals were either suicides or the worst strategists ever.
The Battle of Gaugamela is portrayed much more faithfully in comparison, but it still has some important differences, mainly orbiting around the novel's claim that everything in that battle except Alexander's final victory happened according to Darius' plan. While it is true that the historical Darius chose the plains of the battle to avoid another Issus and maximize the usage of his war chariots, Alexander actually surprised him when he took a different route to avoid scorched earth (Darius had no way to force Alexander to go through the latter, but it was the most usual road), turned the field advantage on the Persians even before the battle (this because he managed to capture some hills in front of the Persian army, which gave him a huge tactical advantage by high ground), and had the Persians fearing a possible night attack (which Parmenion suggested but Alexander rejected), none of which happens in the novel. Also, in real life the Hellenic rear and camp were saved by a Greek mercenary phalanx Alexander had intentionally left to guard the zone, not by an amazingly well timed Macedonian reinforcement.
The novels's characters meet War Elephants for the first time in India, when in real life they saw them as soon as the Battle of Gaugamela, even if the elephants were ultimately not deployed due to fatigue. Alexander captured them with the rest of the Persian camp and added several more to them during the rest of his conquest; he only refrained from using them in the Hydaspes because they didn't serve well his chosen strategy.
and Alexander of Lyncestis