What about Alexander.
He's The Great for good reason. :^)
I think the reason he turned back from India east of the Indus was the obvious size of the population and the distances involved. He put together an alliance with his vanquished foes and returned to Babylon, scouting the countryside for much of the return trip.
The Alexandrian successor states persisted in Central Asia for a good long while.
The big what-if, of course, is, what if he'd not gotten sick and died at 32 in Babylon? Conquest of the Med basin probably would have been next, as he could expect to find and conquer many colonies of Greeks, plus Carthage and other Phoenician colonies.