Ye Ol Curiosity Shop, apparently. I don't have the photo itself anymore and I don't know how I found it.

Alexander the great's empire went into Africa.

Yeah, but not that far...

ok how about a greek centurion serving the roman empire stationed at the edge of the roman empire in africa?

Still very far from Nigeria. There's approximately the entire Sahara desert between the Mediterranean (where Romans and Greeks had their home turf) and Nigeria. As far as I'm aware, contacts between Europe and that part of the world would be established only from the 15th century onwards.

what about trade routes? medieval europe had trade routs that spanned from Ireland all the way to china alone the Silk road so surely roman had trading relation with the rest of africa. Also at the time slavery was booming so it could be possible for a soldier that was capture to be sold on.

Slavery was widespread, true, but taking slaves from West Africa became more commonplace with the colonisation of the New World. Merchant routes did not reach that far: it was very impractical to cross the Sahara and naval technology allowed routine routes only after the 15th century.
That's not to say there were no contacts whatsoever: Hanno reportedely reached the Gulf of Guinea on which Nigeria is in the 6th century BCE. However, I'd say that it was more the exception than the rule and, generally speaking, any errant Roman or Greek ancestry in Nigeria would've been diluted with native genes if acquired during the heyday of Rome and Greece.

he could been carried by an African swallow.

Possibly.