I'm 90% sure you can't. And I heard this from one of the FM guys, so I'm sure its right. Although, possibly just edit the MPQ or sourcefile and you could do it....if you knew C++
I also wanted this feature, but it just does not seem available. If you want an alert mechanism, you can do other things, like display a warning msg, or ping the minimap.
If you missed it, my map is like a Time Crisis map (FPS gunning map). I want a custom fade filter that shows DANGER, and it keeps flashing. Map Ping won't work, and text messages look stupid :)