Im no power expert, but I also own a CineLive and have tried to use the various power outputs in as many ways as possible.
First, to address your Preston cable issue: preston makes cables, check their website in the downloads section. you can also check with Media Blackout or Terry West. I have two kinds of Preston power cables, the first is Ptap (I had a 12v Lemo to Ptap splitter made by Alan Rencher of Media Blackout) and then there is 12v Lemo (from CineLive) to Preston.
Your rig has three battery plates, bottom front (bf), bottom back (bb) and top back (tb). BF and TB are 12v only and they provide power to your camera and accessories (aks) in 12v. the BB is auxiliary and provides 24v power to camera and aks. You lower junction box has three breakers: Cam, Acc/Aks, and Aux. In order to use power from any of your plates, you must depress the respective breaker. Cam and Acc will only supply 12v from BF and TB to your Camera and Aks, as noted before. the Aux breaker will allow you to send 24v power to the noted outputs, as well as to the Ptap labelled Aux on the right hand side of the lower electronics. be careful with this ptap - it has been known to fry a few recorders. If you are using electronics on the bottom of your sled, use the left-hand ptap (labelled Acc I believe, I dont remember...) but it is 12v always.
While Alexa can technically run 12v, your sled cannot provide the proper wattage (I think thats correct...), so you will have to flip your switch from 12v to 24v. This will draw power from your Aux battery plate (BB, remember?!) and will provide 24v power to you camera and all of the 12/24v Lemo outs. Be sure that your electronics can handle this load. Teradek, preston, they are fine, they will regulate the power appropriately up to 31v I believe.
Each power output is pretty much arbitrary, meaning preston doesnt need to go to any one of those in particular. But it would make sense to have the 3-pin lemo made for your Preston, as there is more than one on your sled and it is more or less standard. I wouldnt recommend the hirose, but that being said, I did have a hirose cable made for my smallHD to run off the Hirose on the upper electronics. Generally, if you are going to have a cable made, you will say "I need a preston power cable for CineLive to MDR3" and the cable manufacturer will have the proper pinout diagram to make you a cable. But ask them any questions. I always do, because Im kinda ignorant when it comes to power.
When I am running an Alexa, I tend to run the camera power from the sled in 24v, with my most serious battery (like an HCX if there are limited supplies) on the Aux (BB) plate and then I run my aks off of the sled rather than off of the camera. Generally, I will never have to change the Cam/Acc (BF, TB) batteries on a shoot day, maybe once. But the Aux (BB) will change throughout the day. You will need a CineLive/Alexa cable made (I always suggest duplicates).
I also will use the Aux/BB plate as a spare battery holder and for extra weight/dynamic balance. When I am on the kind of set that is cart-less or we splinter off, I throw and extra battery on this plate, even when only in 12v, because i then have a spare battery that is actually working as balanced weight. great for extending the post and getting those floor-grazing walking shots with the CineLive's somewhat abbreviated post. then once the camera battery is wasted, swap your Aux battery to camera and youre still golden.
have a good one!