I see where I can create a new alert email for MSMS in the Policy Manager > Shared Resources > Scanner & Alerts. (p. 45-48 in the product guide for MSMS 3.5.0).
But the guide doesn't tell you how to make the policies use it. The default alert shows "Used by" "3 policies" whereas the custom alert I created has 0 policies. There is no option here to tell the policies to use the new custom alert.
Even went into each policy to see if there was an option to choose the custom alert.
More info: If you click on On-Access > View Settings tab > for Selection: Anti-Virus Scanner there is no alert to choose from option. But for Selection DLP and Compliance Scanner, there is.