If your Project/Task Alerts  are not generating, there are few areas you can go to, to double check the setup.  First, navigate to the Alerts tab on the Project Profile to confirm that the Alerts have been set.  To get here, go to the Alerts tab on the Project profile. On the Alerts tab you can confirm the alert methods, who receives them, and the thresholds at which they will be triggered. See screenshot A below.  Be sure that these settings are set appropriately such that an alert would have generated.

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