Actually I see Kloop also suitable if he goes to Bayern Munich. But his statement about his future seems to have been answered. So that seems unlikely to happen. Instead of Xabi I think Zidane could be another alternative. Because I read he is ready to work again at the moment.
Bayern Munich's chances in the UCL are still very big. They only lost 0-1 to Lazio in leg 1. Furthermore, they have many opportunities because of leg 2 in Germany. I am very sure they are able to qualify for the last 8.
Of course, Klopp is very capable to improve Bayern Munich. He is a successful coach both in Dortmund and Liverpool. He must have a chance to success in Bayern Munich as well. However, he already stated to not manage any team next season, so it is clear that he won't be the coach of Bayern Munich. Xabi Alonso and Zinedine Zidane are also not easy to sign because there are many top teams interested to sign them. I think we can say them as the alternatives, Xabi Alonso and Zinedine Zidane must be on the top priority if Bayern Munich is serious to sign one of them.
The chance isn't very big, remember that Lazio is leading with the aggregate 1-0. However, since Bayern Munich has a quality squad, we can believe that they still have the chance to win the match in Leg 2 and qualify for the next round. Moreover, the next match will be in Allianz Arena (Bayern home), they must have the advantage for the next match.