Can you enable vibration/alert if you go over specific HR during run?

When you are about to start activity, you can go to activity settings, and set new alarm for HR zones (min - max)

Thanks Kurev.  Is this in 'Run Settings' or 'Settings'?  Both are available from menu.  In Run Setting I have set an alert but can find no way of switching this on. Can set an alert via audio prompts in 'Settings' but it only seems to alert at a specific time interval (not during run when I go over the heart rate). 

It's "Run Settings -> Alerts -> Add New -> Hear Rate", and then you configure your high and low alerts. So if you are only interested of going over high limit, set high alert to your desired level, and then low alert to off. Then it is automatically active once you start run exercise next time. It also remembers this setting over exercises, so it'll be active always. If you want to disable it, seems that only way is to remove it completely.

I've set up the alert fine but doesn't seem to activate on my unit. During run the HR goes above the set alert many times and I get no notification on watch. Very strange. Perhaps I have a faulty unit?  Thanks for your help Kurev.

For me it gives alert every 15- 20 seconds or so, haven't really measured. Do you have vibration or sounds disabled from system settings, or both? Or do not disturb is enabled that time?  Not really sure which other settings could prevent alerts coming.