First the Caucasian Albanians (Albania of the Caucasus):
Due to European Albania and Caucasian Albania having the same name, some people often assume that these two areas were related. We of course know that they are not. The two Albanias only share a name. We know the language of the Caucasian Albanians. Their language was an older form of the Udi language. Udi is a little known language which belongs to the Northeast Caucasian language family. There are nearly 6,000 speakers of Udi. Unlike most of their close linguistic relatives who are Muslim, the Udi are Orthodox Christians.
Want to see some Udi:
This language is clearly not related to Albanian at all.
Next, most of us have heard about the light-eyed, light-haired European looking Kalasha of the mountainous areas of Pakistan and Afghanistan. First we have to get something straight. There are in fact two distinct linguistic groups we have lumped as Kalasha. There are the Kalasha of Pakistan who are mostly non-Muslim who speak a Dardic language. Then there are the Kalasha of Afghanistan who are now Muslim and speak a Nuristani language. So what are Dardic and Nuristani languages? Well both are Indo-Iranian languages. Nuristani forms the third branch of Indo-Iranian along with Indo-Aryan and Iranian. Dardic is more problematic. It is either the fourth branch of Indo-Iranian or a sub-branch of Indo-Aryan. I'll let the specialists decide that one.
Due to these people looking very European and in my opinion rather Albanian, early explorers assumed these people were leftovers from Alexander's army. Well, we have a problem. First, Alexander's army and its elite did not settle in any significant numbers in the wilds of these areas. The elite settled the cities not these kind of hard to reach places. Second, these people do not speak Greek or Macedonian. Third, we now know that the ancestors of the Indo-Iranians were of course an Indo-European people who came from the West ultimately. The Indo-Iranian Urheimat itself is somewhere in southern Russia.
So why do these people look more European than many of their linguistic relatives such as the Hindi speakers or even Persian speakers? It is simple. The substratum population of India had a huge amount of non-Indo-European people, mostly Dravidian speakers and tribals. Iran's pre-Indo-European people included the Elamites. Both of these people were relatively darker than the Indo-Europeans and outnumbered the Indo-Europeans (Proto-Indo-Iranians) who settled in these areas from the west. On the other hand the Indo-Iranians who settled in these mountainous areas met very few substratum groups and probably outnumbered them.
Linguistically, these languages are Indo-Iranian and for sure not Greek or Albanian, although they are related to both Greek and Albanian, not just as close as some would think. For example look at the numerals of Dardic Kalasha and Nuristani Kalasha:
So before you read a theory that sound a bit far out, do more reading on the subject and do some research from scholarly materials and then come to a conclusion based on sound evidence. If you look at Sanskrit and Persian numerals you will see they align very closely with these two Kalasha sets closer than to any other IE branch.
Now did these people ever come into contact with Alexander's army? Perhaps they did. Could there be any Greek words in their lexicon? Maybe If there are any, these would be an adstratum.
Let's compare again their numerals to the Albanian ones:
Some of those look almost identical, but this is not enough ground, to go for a conclusion. Like you said related but not closely.
Next, most of us have heard about the light-eyed, light-haired looking
I think one of the greatest mistake made in distinguishing nationality is the stressing on the outside appearance. Like you said the language is the main component to decide on smb's origin. But sometime this is not enough too, ex. the Greeks speak a language somehow similar (on paper) to the Ancient Greeks but the only relation to them comes through Albanians.
Much of the people who are Greek today are more properly termed Hellenized or "Grecofied". As the Greek Urheimat is around Thessaly/Central Greece/Peloponnese, Greeks found elsewhere are a mix of those early Greek colonizers and the indigenous population with more of the latter than the former. Also since Greek was once a prestigious and written language it gained even more speakers. Also many conquerors have come into Greece from Byzantine to Ottoman times. This is why Greeks look so varied in appearance because there are so many different people in them now. It is not unlike the Italians. Yes they do have Roman blood in them but also, Etruscan, Messapic, some Celtic, Greek, Albanian and a lot of Germanic. Sicily is even more complicated with its older layers of Sicani, Elymians, Sicels, Romans, Germans, Albanians, and finally Arabs as well.
I think what makes Albanian different from either the Greeks or the Italians is their relative purity due to Albania being a bit more isolated. I would put the Albanian Urheimat around Mat/Kruja/Tirana in the more mountainous regions. This kept those Illyrians there pure from as much influence from the the Romans/Byzantines/Slavs. As well, those tribes seemed to have more or less kept to themselves a bit more. It is similar to the Catholic Irish. They have lived on their island isolated from others for quite a while. As well the Nuristani and Kalasha have been quite isolated from others for a long time. This is why I tend to look at the isolated Indo-Europeans to know something on how the original Indo-European looked. Most other Indo-European have by now been so mixed with non-Indo-Europeans that the original appearance as been watered down. The Germanic people have heavy Finnic influence, the Armenians have Urartian influence, the Persians have Elamite influence etc.