I have retraced your steps from doc. When I try to Add destination in the "Alerting" configuration, the dropdown does show 4 options, including Amazon SNS. I can't be sure why it doesn't show up for you; I would suggest raising a support ticket to get this resolved.
I have the same issue. My solution is: I downgraded! Use v1.0 - it has SNS email support.
There are specific directions here: https://docs.aws.amazon.com/opensearch-service/latest/developerguide/alerting.html
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