Alerts you evaluate are stored for 30 days. Unreviewed alerts are removed from your main screen after 7 days and moved to the "Alerts to Review" section. To access older alerts, go to Alerts, tap the filter icon, select Custom, and select your date range to see alerts sent at the time.
To save a video permanently, tap the three-dot menu (⋮) on any alert and choose download or share by email — do this before the 30-day window closes.