What you want to say is: "I can't pick you up, so you'll have to make your own way here." or: "I can't pick you up, so you'll have to take a bus or taxi on your own." If you say "come alone" or "come by yourself" it sounds like you're asking him not to bring any friends with him.

I think I would say: You will have to find a way here on your own. OR You will have to find a ride here.

Alone means without a companion. By yourself means without my or someone else's help. I guess in your case "I can't pick you up so you have to come by yourself" is more appropriate.

A natural phrasing might be I can't pick you up, so ( I'm afraid) you'll have to make your own way here.

I think a better phrase to describe what you want to say is "so he will have to make his own way there" This emphasises that you are unable to help pick him up and he will have to do the travelling on his own without help Laurence