I quite like the idea of an alphabet challenge, although maybe not having to do the teams in alphabetical order because that could make it rather tedious, esp. since no-one would ever reach the end of the alphabet anyway if you have to actually achieve something at every club :p Maybe just keep track of the letters you have already done.
I'm a little unsure about the challenges including something of the form "bring x players with you from your previous club"...in theory the idea is nice, but since these challenges also mostly involve taking a club to "success" and then moving to a "smaller" club in a new country, it may be rather difficult to get 3 proper players to come with you and taking 3 rubbish reserve team players that you would never use just to fulfill the challenge would make a bit of a mockery of the rule...
Just a couple of thoughts anyway. Personally I have great trouble in any of my games leaving a club that I have built up to move to a new one which is part of the reason I've not done any of the challenges except Lisbon Lions - I'm too loyal and get too attached to my club