All the contemporary drawings available at the NMM are drawings of this class and are not showing the figurehead.
But I found once a page showing a beautiful and fully rigged contemporary prisoner of war model of the HMS Alexander which was once in auction. There you can find several photos of the model and could be a good base for your way of making the figurehead - better than nothing and maybe the only source available
Thank you very much @Uwek
The figurehead is very similar to the HMS Warrior except for the Greek helmet.
I like the simplicity of the stern