Which generals should I buy next?

You're sorely lacking in Range.
If you're close to his weapon, Subutai. Without it, he can still perform, but not as well.
Timur is also a very powerful ranged gen while Narses and El Cid can double as inf-ranged hybrids.

On the other hand, Murad II is always a good catch because of his active and good passives.
Baldwin IV is not as good without his equipment, but still acts well. Melee cav replacements range from Alexios I to Gao Xianzhi (depending on your need and how close their equipment are). Alexios I is like Alfred, but his active is terrible while he is definitely specialised in melee cav. Gao, however, relies on his cav skills and his active which lowers the mobility of 1 target + 2 adjacent to the target, and their def.

Others:
Economcis and/or Calmness: I recommend Theodora for her active and her bond bonus with Justinian. Good to have, especially in Conquest and many campaigns.
Matilda of Boulogne is also another solid choice instead of Theodora, but lacks the bond bonus. The bond bonus is not important if you need a good Calmness gen, though.

Healers: Antonina doubles as an economics gen to a lesser degree, while Eleanor is a fighter. Sophronius is Antonina but weaker, and Adil is just there.
There are Michael VIII (?) and Princess Sophia, but the former's equipment is right at the very end of one of the battlepass lines and Sophia doesn't have much else besides her AOE slow heal.

Inf: Robert the Bruce must have his equipment for him to even have a shot at being one of most powerful F2P inf gen based on survival.
Harold Hardrada is always a solid choice even without his equipment. I use him this way.

Hero Legends: Gens who have it are good because of the rwwards. Those who's equipment are F2P are even better. Focus on those who's equipment are easily within reach.

Not sure if you can view it for gens not bought yet, but tapping the top left shield icon of their portraits in the customisation window will show you the location.

For example, Michael VIII's is in a battlepass, so a check of all three to find his and how much of that bar you've filled is enough.
Others may be story-locked like Edward III in Hard for one of the Hundred Years' War II missions.

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Besides Alfred, your three cav gens are melee cav oriented. Nevsky is a powerful and solid charge cav gen choice, if needed.
Alfred can go a long way. Baldwin should still hold his own. Never used Khalid, so I'm unsure, but he seems like a solid gen.

Gens with Hero Legends => rewards for clearing + sweeps, if desired.

If you want, you can stock up on gens for the 20 Expedition clears and Challenge Campaign.

Besides these, just need to refine your best gens.

Expedition is the better choice for a less dedicated player, to be honest.

Challenge Conquest gives plenty of rewards, but, IMO, only if you can win all rewards at once should you play it. There is a guide for farming Challenge somewhere, if you want.
Otherwise, clear on normal for fun and Achievements. Clearing all 20 Expeditions gives a few of all important resources, making it a better choice.

If you can, Epic Battle S-rank clears also cough up useful daily rewards.