Emergency Alert sound not working

Details: 

Phone is on “silent.”

In DND mode at night.

Music is playing sound to help me sleep. 

Emergency alert not coming through with sound.

iOS is up to date. 

More info:

Last night we got a tornado warning and my phones sound for the EA didn’t go off. Actually, not one single device did and they all have the same settings as above (except music). 

This happened before with an amber alert but I thought it was intentional (“no reason to wake me at 4am for a kid missing over 200 miles from me... that could wait until I woke up... how thoughtful of Apple”).

The tornado warning can’t wait... and it made me realize the amber alert wasn’t intentional. 

Thankfully, my dog was crying (which woke me up) and I do have alerts from local government set up. The local government called twice (overriding my DND) which allowed me to gets the kids and seek shelter immediately. But if I hadn’t been awake (because of the dog) and noticed my music was interrupted, I wouldn’t have gotten the call either. 

Please help. What do I need to change? We’re expecting more bad weather in the next few days and I really rely on that loud obnoxious noise to wake me up.