Were you thinking of infinite combos with him outside of worldgorger? I know you can phyrexian reclamation him back to hand a bunch and get some colored mana out of phyrexian altar and pitiless plunderer, but I don't see infinite lines with fewer than 4 additional cards.
If your going with graveyard combo loops in these colors then judith would be a little easier to win with. If you're thinking about using him as an occasional hand disruption tool for a fun deck that would be interesting.
I think I mainly dislike Kroxas escape ability in edh specifically because it likely can't be used to get him back enough times to actually kill a table. You have to escape him 14x to kill an opponent at 40. That requires 70 cards in the graveyard and for the opponents to have nothing to discard. That's a fairly stringent setup.
I'd be more likely to use him as an aggro reanimator commander to be a hipster against the new chained.
Kroxa is just another worldgorger dragon commander, now 4th rakdos legend to fit in the command zone (next to anje, xantcha, and my favorite Lyzolda). Of the 4 options in this color combination I think he's the worst.
While I like all the abilities these cards have, I actually don't really like the idea of escape on a commander. I tend to fill my decks with good cards, and none of these commanders really leans me towards a deck where I'd even consider playing a delve card past cruise & dig. Sure we could stick altar of dementia to sac them with their first etb on the stack, but that's a bit awkward when their benefit is to be cast asap. Shame they don't naturally to help get the graveyard full to help the cause.
In the Kroxa brew I've been working on I'm actually running torpor orb. It cancels his first beneficial etb but keeps him around.