How much would an 8 carat alexandrite set in 14k gold surrounded by diamonds be worth? Also, where would it be sold?

You would need a written appraisal and evaluation - there are all sorts of variations in diamonds alone. A jewelry might buy it, someone who deals in used jewelry, someone you find through advertising.

Depends on where it came from,how big,clarity,cut and color change. Gem quality stones can be as high as 25,000 per carat.