Garmin Edge 520 Power zone alerts

Hi all,
I have a Garmin Edge 520, an XT920 Forerunner and a Garmin sapphire fenix 6x.
I've built some power based workouts in Garman Connect,but I've noticed that I can only get the watch to indicate (via the alert option) when I'm inside a desired power zone and not when I've dropped out of it, which seems really silly.
I'm not particularly good with anything techy, so maybe I'm missing something really basic.
Otherwise, it's just plain dangerous to be spending so much time looking down at my device in order to confirm I'm in my desired zone.
If anyone can suggest a way forward for me, it would be really appreciated!
Thanks,
Paul