Even if you disable alerts in your settings, Amber Alerts are mandatory and cannot be completely turned off. Carriers are required to push these alerts to all compatible devices connected to their network, which is why you still received one.
These alerts are designed to override settings to ensure they reach as many people as possible in urgent situations.
If you’d like to minimize disturbances, you can try using Do Not Disturb mode, but even then, the alert might still appear on your screen.
If you don't want to get any Amber alerts at all, you can either get rid of your phone entirely or you can go out and stop/prevent children from being abducted.
Other than that, those alerts are mandatory, like the emergency broadcast service is mandatory for TVs.
