None of which interest the Despotate as Lascaris said.
The title of King of Sicily is still held by Louis, and the Lascarids have not staked a claim on it, even if they can by virtue of their Hohenstauffen lineage, and not just because they conquered Palermo; plus, that's a title also claimed by Louis of Hungary, and thence not worth another powerful enemy. And any royal title in the west can only be granted by the Pope or the 'Holy Roman' Emperor, neither of whom the Lascarids are desiring to owe their crown to.
King of Thessalonica ? By right of conquest as well, Prince of Achaea, Duke of Athens and Naxos, Palatine Counts of Cephalonia , Counts of Salona, Marquess of Bodonitsa... Latin titles going back to the 4th Crusade, not particularly liked by the Vatatzes-Lascarid Despots or any Greek in general I think. They'd be rather putting Venice to the sack than bringing up any of those titles; the Principality of Achaea was a convenient fiction for Angevin-Lascarid relations, and which the Lascarids had methodically emptied of all its meaning, along with the Frankish nobility on the fields of Mantineia in 1308.
As for Epirus, I guess you mean the Despotate of Epirus, but since in the Byzantine fashion, the title of Despot is attached to the holder and not to the land held, it's not relevant since Alexandros II is already a Despot.
EDIT : Besides, since 1341, the Byzantines have lost Macedonia, Epirus, what they held of Thessaly, and now they are about to lose Thrace to the Ottomans. The Katepanate of Hellas alone would dwarf out what's left of the Byzantine Empire by this point, so the Despotate as a whole.
If you want real ambition, Alexandros II might as well take Ioannis V's crown as his, or at least replace the Kantakouzenos family as co-emperors and make Constantinople a satrapy of Lascarid Hellas.