I am not sure if this is a bug or a feature.
When I perform a scheduled workout (a simple run that is on my Garmin Calendar), none of the alerts work until that particular workout ends.
For example, I had a 5m run scheduled yesterday, the only parameter in the workout was the duration of 45 minutes, so no pace or HR targets.
When I turned on Time alerts set for 30 seconds (in order to do some 30 sec "on" and 30 sec "off" intervals), the alerts did not signal. It was only after I passed the 45min mark that the alerts started signaling.
If this is a feature, I'm not sure what benefit is being served?