This is more a question for Tag Manager section but i'll give it a shot.
Without seeing the code I can't say too much but as long as your trigger is "all pages" it should be fine.
I suggest you go into "preview and debug" mode in Tag Manager and then go onto your site and verify that the custom script is deploying properly.
If you've confirmed that it is after preview and debug mode then i simply suggest you wait a couple hours for Alexa to absorb more data and then click the “Scan My Site” button.
Let me know if this solves your problem!
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