No fix or workaround, sorry.

But issue has been reported to Mendix several months ago (twice). However no resolution yet:

Issue (85845), reported 15-07-2019, status solved (?):

We are working to have this content updated to point to the proper locations when following the links that are captured within those alerts.  I am going to place this incident on hold, pending the internal investigation/resolution for this incident.  At this point in time, I do not have an ETA on when this will be corrected, but rest assured that we will continue to provide information as it is made available. 

Update 19-7-19:

I have been informed that the team has taken the steps needed to resolve this incident and updated the status emails.  Please note that the link provided will take you to the node, but not directly to the environment the alert was generated on.  The team did update the content, in hopes of bringing attention to the Environment the issue happened in to make it easier to review from an external standpoint.  

There is no way to test the content, from your standpoint, as support does not have a means to trigger those messages manually.  Please let me know if I have your permission to close this incident at this time. 

Issue (89198), reported 27-09-2019, status open:

We will look into this and get back to you.

I have forwarded this ticket to the cloud team. I will let you know as soon as I have an update from them.
Until then, we will put this ticket to 'on-hold' and update you once we have more information.

As in response to Edwin, I just found a workaround: 

https://cloud.home.mendix.com/link/monitor/<APPID>/Production

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