Question: The Dio of Alexandria was sent to complain about which Egyptian king of Macedonian decent?

Context paragraphs:
Semerkhet: Semerkhet is the Horus name of an early Egyptian king who ruled during the 1st dynasty.  This ruler became known through a tragic legend handed down by ancient Greek historian Manetho, who reported that a calamity of some sort occurred during Semerkhet's reign.  The archaeological records seem to support the view that Semerkhet had a difficult time as king and some early archaeologists even questioned the legitimacy of Semerkhet's succession to the Egyptian throne.

Amasis (Persian general): Amasis was a Persian of the tribe of the Maraphii, who was sent by Aryandes, the governor of Egypt under Cambyses, at the head of an army to assist Pheretima, the mother of Arcesilaus III, king of Cyrene.  In one of his works, philologist Edward Pococke associates the Maraphii with the Berhi-pae of Kartakeyu.  He took Barca by stratagem and treachery, and made an unsuccessful attempt upon Cyrene.  He was then recalled by Aryandes.  On its march back the Persian army suffered severely from the Libyans and a little later it is claimed they appointed the soon to be Egyptian king Amasis II as their leader.

Nubkheperre Intef: Nubkheperre Intef (or Antef, Inyotef) was an Egyptian king of the Seventeenth dynasty of Egypt at Thebes during the Second Intermediate Period, when Egypt was divided by rival dynasties including the Hyksos in Lower Egypt.  He is known to be the brother of Sekhemre-Wepmaat Intef—and this king's immediate successor—since he donated Louvre Coffin E3019 for this king's burial which bears an inscription that it was donated for king Sekhemre Wepmaat Intef ""as that which his brother, king Antef" (Nubkheperre Intef here) "gives"", notes Kim Ryholt.  As the German scholar Thomas Schneider writes in the 2006 book "Ancient Egyptian Chronology (Handbook of Oriental Studies)":

Khafra: Khafra (also read as Khafre, Khefren and Chephren) was an ancient Egyptian king (pharaoh) of 4th dynasty during the Old Kingdom.  He was the son of Khufu and the throne successor of Djedefre.  According to the ancient historian Manetho, Khafra was followed by king Bikheris, but according to archaeological evidences he was rather followed by king Menkaure.  Khafra was the builder of the second largest pyramid of Giza.  The view held by modern Egyptology at large remains that the Great Sphinx was built in approximately 2500 BC for Khafra.  There is not much known about Khafra, except the historical reports of Herodotus, who describes him as a cruel and heretic ruler, who kept the Egyptian temples closed after Khufu had sealed them.

Djehuty (general): Djehuty (also known as Thuti and Thutii) was a general under the ancient Egyptian king Thutmose III (reigned 1479–1425 BC) in the 18th Dynasty.  He is known as the main hero of the tale of "The Taking of Joppa".  Djehuty bears the titles "king's scribe", "overseer of troops" (general) and "overseer of the northern foreign countries" in contemporary Egyptian records.

Narmer Palette: The Narmer Palette, also known as the Great Hierakonpolis Palette or the Palette of Narmer, is a significant Egyptian archeological find, dating from about the 31st century BC.  It contains some of the earliest hieroglyphic inscriptions ever found.  The tablet is thought by some to depict the unification of Upper and Lower Egypt under the king Narmer.  On one side, the king is depicted with the bulbed White Crown of Upper (southern) Egypt, and the other side depicts the king wearing the level Red Crown of Lower (northern) Egypt.  Along with the Scorpion Macehead and the Narmer Maceheads, also found together in the Main Deposit at Nekhen, the Narmer Palette provides one of the earliest known depictions of an Egyptian king.  The Palette shows many of the classic conventions of Ancient Egyptian art, which must already have been formalized by the time of the Palette's creation.  The Egyptologist Bob Brier has referred to the Narmer Palette as "the first historical document in the world".

Mentuhotep (god's father): Mentuhotep was the non-royal father of the Ancient Egyptian king Sobekhotep III who ruled for about three years in the Thirteenth Dynasty, around 1750 BC.  Mentuhotep is mainly known from monuments of his son while he was king.  On these monuments appears also his wife Iuhetibu, who was called "king's mother".  On the monuments relating to Sobekhotep III, Mentuhotep bears the title "god's father".  The latter title is often given to non-royal fathers of kings.  Furthermore, from a high number of scarab seals there is known a military official with the title "commander of the ruler's crew".  This official had a son with the same title named Sobekhotep.  It seems possible that these scarabs belong to the "god's father" Mentuhotep before his son became king.  It is not known under which circumstances Sobekhotep III became king.  However, his father Mentuhotep had no known royal connections.  Two further sons are known, Seneb and Khakau.  They were bearing the title "king's son", albeit being evidently not the son of a king, but brothers of one.

Dio of Alexandria: Dio of Alexandria (Greek: Δίων ) was an Academic philosopher and a friend of Antiochus of Ascalon who lived in the first century BC.  He was sent by his fellow-citizens as ambassador to Rome, to complain about the conduct of their king, Ptolemy XII Auletes.  On his arrival at Rome he was poisoned by the king's secret agents, and the strongest suspicion of the murder fell upon Marcus Caelius.  The defence of Caelius in April 56 BC, the "Pro Caelio", is considered one of Cicero's and indeed Rome's greatest orations.

Ptolemy XII Auletes: Ptolemy Neos Dionysos Theos Philopator Theos Philadelphos (117–51 BC; Ancient Greek: Πτολεμαῖος Νέος Διόνυσος Θεός Φιλοπάτωρ Θεός Φιλάδελφος , spoken "Ptolemaios Néos Diónysos Theós Philopátōr Theós Philádelphos" ≈ Ptolemy New Dionysus, God Beloved of his Father, God Beloved of his Brother), more commonly known as "Auletes" (Αὐλητής , "Aulētḗs" = the Flutist) or "Nothos" (Νόθος , "Nóthos" = the Bastard), was an Egyptian king of Macedonian descent.  Auletes means "pipes-player", referring to the king's love of playing the pipes.

Diopeithes: Diopeithes (in Greek Διoπείθης; lived during the 4th century BC) was an Athenian general, probably father of the poet Menander, who was sent out to the Thracian Chersonese about 343 BC, at the head of a body of Athenian settlers or κληρoυχoι.  Disputes having arisen about their boundaries between these settlers and the Cardians, the latter were supported, but not with arms in the first instance, by king Philip II of Macedon (359-336 BC), who, when the Athenians remonstrated, proposed that their quarrel with Cardia should be referred to arbitration.  This proposal being indignantly rejected, Philip sent troops to the assistance of the Cardians, and Diopeithes retaliated by ravaging the maritime district of Thrace, which was subject to the Macedonians, while Philip was absent in the interior of the same country on his expedition against Teres and Cersobleptes.  Philip sent a letter of remonstrance to Athens, and Diopeithes was arraigned by the Macedonian party, not only for his aggression on the king's territory, but also for the means to which he resorted for the support of his mercenaries.  He was defended by Demosthenes in the oration, still extant, "On the Chersonese", 341 BC, and the defence was successful, for he was permitted to retain his command.  After this, and probably during the war of Philip with Byzantium (340 BC), Diopeithes again invaded the Macedonian territory in Thrace, took the towns of Crobyle and Tiristasis and enslaved the inhabitants, and when an ambassador, named Amphilochus, came to negotiate for the release of the prisoners, he seized his person in defiance of all international law, and compelled him to pay nine talents for his ransom.  The enmity of Diopeithes to Philip appears to have recommended him to the favour of the king of Persia Artaxerxes III, who, as we learn from Aristotle, sent him some valuable presents, which arrived just prior to his death.

Supporting paragraphs: Dio of Alexandria Ptolemy XII Auletes
Answer: Ptolemy XII Auletes