In my Messages app these settings aren’t there.
So which Message app are you using?
The settings for the Emergency alerts are at my phone at
Settings, Sound, Emergency broadcasts)
(Instellingen, Geluid, Nooduitzendingen)
As far as I know it is not possible to read an Emergency alerts after you dismissed the alerts. No history.
So it is impossible to re-read the alert.
EDIT: At my phone I use dual sim, which makes it a little bit different in the Messaging App, see my message further on in this thread.