I find looking up a difficult word's etymology (origin) makes remembering it a lot easier. Especially once you start grasping the basics of a language. It often provides an interesting story or simply makes the original meaning clear. It also helps you to see how the word relates to other words in your own language(s), if applicable. :-)
Alsjeblieft is a shortened form of als het je/jou belieft. Literally if it pleases you.
For me, It helps to be reminded that quite a few grammatical customs and words originate from the French rather than the German. The French say: s'il vous plaît ("if you please"), and write SVP. Likewise, there is an informal version, s'il te plaît. Alsjeblieft appears to be a French custom in a Germanic/Latin tongue. As far as I know, few peoples other than the Dutch use such a term as an interjection (such as a waiter delivering a plate to the table) rather than as an adverb. As an expat, I first found this confusing.
Alsjeblieft = informal, used among friends or people younger than you Alstublieft = formal, used with someone older than you or with someone you don't know as well, more polite
Aaaand I'm not sure about graag I've never really had a reason to use it. Maybe someone more experienced with the Dutch language has some idea? sorry if that doesn't really help haha I tried