If you created an Alert but it is not showing in the header of the Community:
Check the Community News record within native Salesforce. Go to the Community News tab, locate the record you created and click on the record name.
Make sure the following fields are populated:
- Alert is checked
- Status = 'Active'
- Entry Date is before today's date / current time based on the org time zone *
- Expiration Date is after today's date/the current time *
*Check the timezone of your org at Setup > Company Information > Default Time Zone