It appears you have done everything that is required on your end. The alerts come from your carrier and some carriers allow you to shut off or turn on alerts by dialing a number. For example, here is T-Mobile:
https://www.t-mobile.com/support/plans-features/wireless-emergency-alerts
Another thing is that there are 3 different standards for alerts with the latest being WEA 3.0. This latest standards targets devices to a small area within the county and is based on location to the nearest connected cell tower. The latest standard was adopted starting with the iPhoneXR. I don't know what happens when this type of alert is sent to a device before the iPhone XR. Below is a link to Verizon that includes info on the different standards and what devices they support.
https://www.verizon.com/support/wireless-emergency-alerts-compatible-devices/
I'm sorry I could not find the answer to your question, but in the process of trying to find it, I learned more about the WEA system and thought the info may be useful for others as well. It's also something that cannot be tested after changing a setting to see it it works, so it makes it difficult to troubleshoot. In the end it may be a case where you would have to contact your cellular carrier. There is the option of doing a reset of your Network settings. I have no indication this would help and this procedure does reset your Wifi Password so you would have to enter it again, but the location to do that is Settings > General > Transfer or Reset > Reset > Reset Network Settings.
