unfortunately there is no way how to set such alert in VMan or VIM right at the moment. The only dirty thing coming to my mind is using Orion SDK so you would have to prepare small powershell script which would query the virtual machine entity in Swis with some reasonable interval (5 mins or so) and check if the host ID of those virtual machines was changed since last query.
About syncing the alrets on VMan and Orion side. Can you describe what is the delay approximately? The data are sent from VMan to VIM with some delay (up to 1 or 2 mins). Then it can take tens of seconds till the data are really processed on Orion side. After that the alert should be triggered if applicable (many alerts are configured to be triggered after the alert condition is valid for more than XY minutes)