I would also try looking at davidwein.com. David is (one of?) the owners of Multicoulor (or I may be wrong and the two websites are affiliated in another way), and he has some alexandrite rings on his website. He might be able to find you a good stone if you ask him what else he has available.
BTW: what is your total budget (setting + stone)?
Here are a few options from davidwein.com that you may like. Some of the stones are oval, and of course I don't know what style you are going for--just some ideas.