I'm trying to save a report for my management from the Recommended Actions view - but there is no option to save those critical & Immediate alerts
Any help is appreciated
You can create a view (and subsequently a report) to show active alerts with the best recommendations. See attached as an example. However, you'd need to run the view/report against the object that you've selected like any other report. You couldn't run the view directly from that summary view in your above screenshot.