Linux:
.... If handsets are connected to Wi-Fi calling and zero mobile coverage they will not get the alert
Both of my phones were on Wi-Fi calling, mobile coverage marginal, so that could explain our situation. However, it does seem pretty daft that it will not come through, although I'm sure there is some sort of technical reason as to why not. For everything else, operating the phones on Wi-Fi seems to be no different to a mobile connection.