Alex says they are non-binary.
Alex says he is non-binary.
both of these are ambiguous in the same way. The pronoun can refer to Alex or third party. I don't buy that point of yours. You could've gone a different direction with it: they/them is ambiguously singular/plural depending on the context.
Also wish you would've shared your opinion on the pronouns Xe / Xir.
RE: Did you just assume my gender?