Yeah, I think you're getting your DataSources crossed. The one from your screenshot is called "SSLCerts-" (displayname="SSL Certificate Expiration"). That DS is not a scripted DS, so the changes you are making to the scripted DS "_SSL_Certificates" will not impact the alerts opened by "SSLCerts-".
The SSLCerts- DS isn't meant to check all certs on a system, just those that are presented on a live web service discovered when the collector probes the TCP ports 443, 465, 636, and 5671.
Took a peek at your account and it looks like the current version of the script stores the CN as the WildAlias, which is perfectly fine (and probably preferable to what you were showing in your screenshot above). Let's talk about assumptions...
I assume that you are writing _SSL_Certificates as a replacement for SSLCerts-.
I assume that you can fix the script error that is currently causing the "No Data" error on collection.
Given those two assumptions, the output of your collection script should look something like this (actual values made up):
Days: 25
(Technically there are other simpler ways that you could output your data, but this way leaves the door open to adding more datapoints later on if desired.)
Your datapoint "CommonName" doesn't need to exist. Instead, you need to create a datapoint and the key would be "Days". You'd need to set a threshold on this datapoint so alarms open.
When an alert opens, you'd have the instance name in the alert, which is currently set to the CN.
Advisor
