Dhul-Qarnayn is the Quran's picture of power done right. Allah “We established him on earth, and gave him all kinds of means.” (18:84): resources, reach, and the means to do whatever he wanted. He travelled west until he reached the setting of the sun, east until he reached its rising, and then to a pass between two mountains, and at each stop he was handed a chance to exploit people. He never took it.
At the mountain pass he found a people terrified of Yajuj and Majuj, raiders who ruined everything they touched. They offered to pay him to build a wall. He refused the money, took their labour instead, and built a barrier of iron and molten copper the raiders could neither climb nor tunnel through. Then, standing in front of the greatest engineering feat of his life, he said: “This is a mercy from my Lord” (18:98). The Quran does not name his empire. It preserves his sentence.