The set alarm is not notified.
Alarm notification mail is sent from the following address, so please check whether the target mail is blocked.
Also, if you press the "+ Add" button on the right side of the "Define Your Alarm action" screen, it will be displayed in [Added Actions].
After confirming that it is displayed in the list, please click "Save Alarm" button at the bottom right of the screen and save it.
Please refer to the tutorial for reference example of setting.
9.3.1. Creating Monitoring Alarm