Are you the account owner? How were you logged in when you signed up for the alerts? You need to be logged in with the phone number that you want the alert sent to.
For instance, if you are on a family plan, and logged in as the account owner, any text alerts you sign up for will be sent to the primary number on trhe account. Each number can have their own account, though access to functions is restricted unless you are the account owner. If you are one of the other numbers, create an account for that number, THEN sign up for text alerts. On the sign up page you can see which number is currently signed in.