That's a pretty tough 500 points. The only weakness I see is that Alexia needs a constant supply of corpses to keep working at maximum strength. You've only really got the high shields to feed her. When I run Alexia, I do it with a eSorscha + 20 Winterguard list. That way, the elite cadre WG have tough, and when they do die, they come back as risen. You basically have to assassinate Alexia or you have to kill the WG twice.
You also might consider putting the ogrun on Alexia, as she's got to be near dying troops to be most effective.
You also might consider putting the ogrun on Alexia, as she's got to be near dying troops to be most effective.