.opendistro-alerting-* doesn't seem to respect default index settings

Versions (relevant - OpenSearch/Dashboard/Server OS/Browser):
Opensearch and Opensearch Dashboards 1.3.5

Describe the issue:
Hi all!
We have the Opensearch instance without extra data copies.
This is done by specifiying the “number_of_replicas” for “*” index pattern (and for some additional patterns too.
However, once somebody creates an alert, cluster status changes to Yellow.

Configuration:
% curl https://logs.company.com:9200/_cat/health
1671032976 15:49:36 some-local green 1 1 true 27 27 0 0 0 0 - 100.0%
% curl https://logs.company.com:9200/_template/default_template
{“default_template”:{“order”:0,“index_patterns”:[““],“settings”:{“index”:{“number_of_replicas”:“0”}},“mappings”:{},“aliases”:{}}}
I have even created a new-style template too:
% curl https://logs.company.com:9200/_index_template/default_new
{“index_templates”:[{“name”:“default_new”,“index_template”:{“index_patterns”:[”
”],“template”:{“settings”:{“index”:{“number_of_replicas”:“0”}}},“composed_of”:,“priority”:1}}]}

Creating an alert, and here is the result:

% curl https://logs.company.com:9200/_cat/health
1671033118 15:51:58 some-local yellow 1 1 true 30 30 0 0 3 0 - 90.9%
% curl https://logs.company.com:9200/_cat/shards | grep UNASSIGNED
.opendistro-alerting-config 0 r UNASSIGNED
.opendistro-alerting-alert-history-2022.12.14-1 0 r UNASSIGNED
.opendistro-alerting-alerts 0 r UNASSIGNED
Relevant Logs or Screenshots:
See above

Could you guys please tell what can I do to identify an issue?
Thanks in advance.