You know, I think Holy Alexander fits the Goblins perfectly. I mean, the goblins are making this huge pilgrimage, and we have no idea what their home land is but we do know they love technology. What if Alexander is their homeland? After all, both historical and mythological beings can be brought back as primals, why not places as well? Hell, they are even using a old castle as it's base.

He fits perfectly for the Goblins. Not only as their holy mecha, but as their own holy Mecca.