He's a genie, not a taxi service! 
He's taxied the Royal Familiy of Daventry (twice), along with the Royal Family of Etheria, plus all of the Royals from the other islands before. He has limitless powers, it seems, or near limitless. What would be so hard about him teleporting ONE man, Graham, to help save his King?
As to Alexander being his Master and not Graham, we're shown in KQ6 that whoever simply grabs possession of the lamp is Shamir's master. All Cassima would have to do is give Graham Shamir's lamp and Graham could proclaim himself (temporarily) Shamir's master.
As to Shamir being elsewhere, he's right in the bedroom when Graham leaves.