In 1915 he enrolled at the Faculty of Jurisprudence at La Sapienza University in Rome. While in Rome, he was exposed to social democratic ideas and began to embrace them. During his tertiary education, he befriended Avni Rustemi and Stavro Vinjau. He graduated in 1919 and returned to Albania one year later along with Themistokli Gërmenji and others to join the Albanian guerrilla movement to fight for Albanian freedom in World War I.
Return to Albania
In 1920 he went to Vlorë and participated in the creation of the “National Defense” organization. The organization had decided to fight the Italian invaders that were holding Albanian territories under the secretTreaty of London. As a result, the Italian Command under Settimo Piacentini expelled him from the Italian-held territories. Këlcyra participated in the Congress of Lushnje, and was elected a member of the Albanian Parliament as a deputy of Gjirokastër. He represented the People’s Party where he supported Fan Noli but was less reform-oriented, despite his basic social democratic orientation. He supported agrarian reform, endeavored to persuade large landowners to give up some of their land and supported equality for women. Këlcyra is remembered in particular as a great speaker who used his rhetorical skills to attack Ahmet Zogu and his cohorts.
Exile
Këlcyra fled the country after the fall of the Noli government in the late December 1924 and headed the émigré Bashkimi Kombetar organisation, according to his daughter founded in Bari in 1925, and according to Sejfi Vllamasi's memoirs and very likely, in Vienna. The Zogist regime sentenced him to death in absentia on several occasions. In 1938, he was closely associated with Mustafa Kruja and his Zara group of Albanian emigrants and, as an anti-Zogist, was not openly opposed to the Italian occupation of Albania in April 1939. In 1942 he was a member of the Council of State and was virulently anti-Greek and anti-Yugoslav. During his stay in Paris, Ali Këlcyra wrote in Le Quotidien and Le Matin reporting on the situation in Albania and on the pro-fascist politics of Ahmet Zogu.
Second World War
In 1942 he returned to Albania and, along with Mit'hat Frashëri, co-founded the Balli Kombëtar organization. His name is remembered in particular in connection with the so-called Dalmazzo-Këlcyra Agreement of 5 March 1943 that foresaw a ceasefire between Balli Kombëtar and Italian forces in Albania. In mid-October 1944, during the communist takeover, he fled from Shkodër to Brindisi in southern Italy with Midhat Frashëri, Hasan Dosti, Kadri Cakrani and Koço Muka in a boat provided by the Abwehr. It was a horrendous five-day journey mostly without food and water. In Italy he was interned for almost two years by the British.
Final exile and death
Together with Mid’hat bey Frashëri, he endeavored to keep the anti-communist Balli Kombëtar alive from abroad until it inevitably split into various factions and lost its significance. Këlcyra later broadcast Albanian-language news programs from the West; he died in Rome.