The weather alert works very well on mine.
If you have a weather channel as your priority channel it will not matter what FIPS you have in your radio. During regular scanning, if the radio hears the tone on the weather channel it simply tells you there is a weather alert and not what the specific alert is. And the radio will not tell you if it's having trouble receiving the particular weather channel you put in as a priority channel. You could check the reception of it by manually listening to that channel in the position you place the radio, just to make sure it can even receive it.
If you put the radio in weather alert mode (function button then WX button) it then only alerts you when there is an alert for any of the FIPS codes you entered. If it receives the alert tone and none of the FIPS codes match, you will not get an alert from the radio. Make sure the FIPS you programmed are valid for the weather channel(s) you can receive. Maybe the only weather channel(s) it receives do not broadcast alerts for the FIPS you have programmed.
Then there are the other no-brainer checks like make sure you do not have the attenuator on, and that the antenna connection is good...