iPhone, Watch Ultra, airpods Pro, running and Spotify

Here it's my configuration:

• Iphone 12,Watch Ultra all updated to last software release.
• Airpods Pro 2
• Using Apple running built in application
• Spotify stream from iphone (playlist not saved on watch ultra)

The problem is:

I'm not able to listen fitness alert/message (i.e. 1km pace and time...) in airpods pro 2 while running and listening to spotify playlist.

I enabled siri and all notifications, but info and alert continue to "exit" from watch ultra.

Questions:

1. Does Apple support running, music and alert through airpods ?
2. Does Spotify permit the above configuration ?
3. Or only Apple Music is supported ?

Any guides or how to setup all the environment correctly ?

Thanks.