I am not sure what you meant by Syslog but in order to receive SNMP alerts generated from MSA you need some Application or Software at the Server end. It can be Insight Remote Support. Please find the link to get configuration details,
You can check the below link as well,
https://serverfault.com/questions/610750/hp-p2000-msa-g3-san-snmp-trap-setup
Hope this helps!
Regards
Subhajit
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