Can you set heart rate notification when exercising?

The basic heart rate application for the Apple watch can send a notification when your heart rate exceeds a specific value, but only when you are not active. (I assume Apple designed it this way assuming that you wouldn't want constant interruptions when exercising.) However, my wife wants this specific functionality: she wants to see when her heart rate exceeds a specific value when she is exercising at the gym. I have searched (and asked an two Apple Geniuses) if there is an app that will do this, but they didn't know of one.

Does anyone know of an Apple Watch app that will perform this simple function? It seems to me that this should be the basic function performed by the watch, but I guess not.

(The Watch is is a Series 3 with cellular.)

Any help or suggestions would be appreciated.

David