Who is Alex Jones referring to when he says: "I waited but he never came"?

Here is the full text of what he says in this scene:

Alex: I'm not Alex. I'm not Alex.
Keller: What? What are you saying? What? What?
Alex: I'm... Not... Alex...
Keller: What do you mean you're not Alex? What?
Alex: I'm not Alex.
Keller: Just a second, I don't understand. Just talk -- just talk to me.
Alex: I waited, and he never came.
Keller: Come on man. No more riddles. Just fuckin' tell me. I'll let you go home to your aunt if you tell me where they are.
Alex: I just wanted to play...
Keller: Don't make me do this again.
Alex: ...and he never came.
Keller: Don't make me do it.
Alex: He never came. I just wanted to play.
Keller: Why are you making me do this?

To help maybe show what Alex is trying to say better, let's remove all of Keller's lines and look at what Alex is saying without the extra noise.

Alex: I'm not Alex. I'm not Alex. I'm... Not... Alex...
Keller: What do you mean you're not Alex? What?
Alex: I'm not Alex. I waited, and he never came.
Alex: I just wanted to play...and he never came.
Alex: He never came. I just wanted to play.

Based on the way he delivers these lines combined with some of the facts from the movie, I think Alex (Dano) was literally saying that he waited for the real Alex and he never came. In other words, "I'm not Alex, I waited and he never came." He who? Who never came? Answer: the real Alex.

We know that Barry Milliband is his real name and he was the first child to be abducted by the Jones' after they had lost their own son, whose name was Alex.

Based on this evidence, I think that they lured Barry to come with them by telling him he could come over and play with their son Alex. Then they started drugging him and calling him Alex and over a long period of time he ended up brainwashed.