What about Alexandria Eschate ?
It was the most remote colony founded by Alexander, in the very northeastern corner of the empire. Some conflicts with the Scythians are recorded in its early days.
Most interestingly, though, they also fought (and lost) a large war against the Han Chinese - yes, the War of the Heavenly Horses. An incredibly fascinating piece of history. I mean, ancient Greeks meeting and fighting the ancient Chinese, how cool is that?
There are some issues with this idea too, though, as said war took place more than a century after the foundation, when Alexandria Eschate was already part of the (also really interesting) Greco-Bactrian kingdom. So, it would require a significant time jump; I'm already breaking my own principles...