There is no such command available to capture or show alerts exclusively however you can try "show events" command to check all details related to alerts as well.
Please refer the below guide and refer page no 228,
https://support.hpe.com/hpsc/doc/public/display?docId=emr_na-c02520779
Hope this helps!
Regards
Subhajit
I am an HPE employee
If you feel this was helpful please click the KUDOS!thumb below!
***********************************************************************************