Depending on the character personality I may avoid using pronouns all together. I have a god that’s basically a rock, whom would prefer everyone just call them Recel rather then they or it. Recel is not an “it” but Recel is also not a “them” since most humans would first refer to that as sevral people before singular and that’s not how Recel would like to be presented, this can make for akward Communication but if it fits the characters personality then it can work if they have an “alien” brain.
There are also creatures that would prob be willing to have humans call them he or she depending on how lackadaisical they may feel about human pronouns. If whatever humans they’re interacting with that perceive them as male or female it could be beneficial to just allow the humans to see the alien as they wish for better infiltration of the society (I couldn’t think of a better would then infiltration sorry). So they may adopt “he” or “she” or even “they” depending on who they’re interacting with at the time to make individuals “comfortable” or as the alien may perceive a Comfortable human.
You can also just make up a pronoun since it’s an alien.