Thank you for your post and I'm glad that bharathn-msft's comment helped with your issue! When it comes to AzureAD sending an email notification for credential certificate expiration, it looks like this isn't possible as of right now. However, our engineering team is currently prioritizing this feature.
If you have any other questions, please let me know.
Thank you for your time and patience throughout this issue.
Please remember to "Accept Answer" if any answer/reply helped, so that others in the community facing similar issues can easily find the solution.