It’s not just the modem though. If the modem delivers the message to the phone then the phone has to understand what the message is, how it is formatted, and what to do with it.
This, unfortunately.
My country does send some kind of emergency alert message, but that tends to be in summer, for bushfires, and I have a gaggle of legacy iPhones to act as “controls”. So I’ll report back in maybe six months time.
In the meantime, @antonis, stay safe.