I can now confirm that this works.

1. I created a saved query using databricks rest api.

2. Created an alert using databricks rest api. This does not include the schedule.

3. Created a job with a task of sql_task type with the alert id assigned to the alert created in step 2, again using the rest api.

While creating the job, you can also set email_notifications - that is also part of the payload if you look at the rest api definition for jobs.