I understand there is way to monitor our clusters but if a node goes down then we won't know that it went down until we check on it ourselves. Is there a way that we can set up alerts to be emailed to us if something does happen withing the cluster?
You need to use Azure Monitor, with that you can monitor and take action when some conditions happens in your case when a Cluster go down. I hope that helps.
https://learn.microsoft.com/en-gb/azure/azure-monitor/overview