With the deeds recovered, there is but one thing left to do. Alexi must be killed. With him dead, I need not ever worry about an unscrupulous gang of mercenaries seeking my head.
It's a simple task. Alexi hides under the protection of the Horde - at the Bulwark.
No, I do not expect you to just walk up and kill him, I want his head! How you get it... well, that part is up to you. That type of behavior is below one of my noble upbringing.
