In the Calendar menu, select Preferences.
In the Preferences dialog, selet the Alerts tab.
You can then (optionally) select which calendar Account you want to change the settings for (i.e., iCloud, or Gmail, etc.). Choose the default Events time, and separately, when to be identified for upcoming All Day Events.
I found the help item you mentioned re setting the alert defaults, but it has not helped. Every event that I enter in Calendar still has two "10 minutes before" alerts set.
Just FYI, when I manually set them to "none" (either or both), they do not change. The calendar event still has two "10 minutes before" alerts set.
My goal is to have the default alert setting "none" (for most of my calendar events), and to manually set those exception events where I do want an alert.
Suggestions very welcome!