Which DPA version are you using?
I tried to reproduce it with version 12.1.701 and it was working as expected.
My test case was
- Create one job in two different MS SQL instances (A and B).
- The job contained a syntax error.
- Create a new alert "SQL Server Job Failure" and select one MS SQL instance (A)
- Executed the two jobs
--> The e-mail alert was sent for the failed job in the selected MS SQL instance (B) but not for the other MS SQL Instance (B).
What MS SQL Instances are returned when you click on "Test Alert" ? Only the failed job from "PROD-SVR-DB-01"?