We would also very much like to be able to filter alerts (in our case via the API) on the unique datasource name or id.
The same goes for all locations in the resource tree: Tenant, ResourceGroup.id/fullPath (with or without descendants), Resource, ResourceDataSource, ResourceDataSourceInstanceGroup, ResourceDataSourceInstance, ResourceDataSourceInstanceDataPoint.
While we're at it, being able to filter within ranges for the alert start time and end time would be good too, so I can find alerts that started last calendar month and ended this calendar month for reporting purposes.
Hmmm... can we gather a focus group here?