I think that we need to mailboxd to read and store such alert history. Is such alerts stored in blockchain?
No.
There are few abstraction layers in CryptoNote code(as described on our page
http://honeypenny.org/design.html), Blockchain lies on upper level.
We've done this feature on p2p level in two reasons:
1. P2p code could be taken for another project based on p2p technology, so this feature would be useful.
2. Having alerts based on blockchain makes more complicated to push alert devs have to look for some of miners and ask them to do it.
Anyway, collecting this alerts archive may be done with local daemon storage.