@Nick Hughes​  For Alerts, I don't think we have a persistent history. The SQL API mentioned by @Hubert Dudek​  works for the SQL query history like status, time range, endpoint, user id. But it won't give you the history of the alerts that you set. So for the SQL alert history, I would suggest you raise a feature request.

https://docs.databricks.com/sql/api/query-history.html#queryfilter