An API that connects multiple Microsoft services, enabling data access and automation across platforms
The alerts_v2 in particular, as you've noted above, will return the Defender for Office 365 alerts. Make sure you have consented to the SecurityAlert.Read.All scope, and are using the correct authentication method (application permissions only work when you authenticate via client secret or certificate, you cannot use them when the app acts on behalf of a user, for example Graph explorer).
For example this query should return the top Defender for O365 alerts:
GET https://graph.microsoft.com/v1.0/security/alerts_v2?$filter=serviceSource eq 'microsoftDefenderForOffice365'&$select=id,title,createdDateTime