Actually - my James Alexander never lived in Indiana. He was b. 1749 in Pennsylvania; moved to Lincoln/Iredell County, North Carolina in 1788 where he remained until his death. His eldest son (my line) was Reuben Alexander b. 1772 in Pennsylvania; grew up and married in Iredell County, NC; moved first to Kentucky (I find some evidence of him near Louisville (though it might have been Lexington - I'll have to check on that); and finally in 1817 he moved to Jackson County, Indiana near Brownstown. Reuben's move to Kentucky was soon after 1810. I seem to remember that he sold his land in NC in the fall of 1811. I assume that was in preparation for the move.
I have never found a link to anyone named Thomas Alexander. They could have both just been following the flow of westward migration. The regions of Indiana around Brownstown didn't open up for settlement until about 1817 - and when it did, many people moved there especially from Kentucky.
Reuben Alexander died in 1822 and eventually his widow and most of her children moved further west. My particular line (Mary Alexander m. Charles Turk) moved to Iowa and then to Grundy County, Missouri.
So you have found that your Thomas b. 1752 in Ireland owned land in Knox Co., KY in 1806? What Alexander families were enumerated in that County in 1810? Any clues there?