Musannaf Ibn Abi Shayba 27:276

Yahya ibn Sa'id narrated to us, from Sufyan, from Habib ibn Abi Thabit, from Abu al-Tufayl, who said: Ali was asked about Dhu al-Qarnayn, and he said: "He was neither a prophet nor a king, but he was a servant who was sincere to Allah, so He was sincere to him. He called his people to Allah, so he was struck upon his right horn and died, then Allah brought him back to life. Then he called his people to Allah, so he was struck upon his left horn and died, then Allah brought him back to life. Thus, he was named Dhu al-Qarnayn (The Possessor of the Two Horns)."