The first night
In the middle of the night, I was just asleep, we got the first emergency alert:
potential missile threats, seek shelter in the closest secure building and steer away from windows, doors and open areas.
Just hearing the sound on your phone in the middle of the night is somewhat of a shock by itself (we heard the same sound a few weeks later in Oman because my father-in-law somehow got an emergency alert because of bad weather in their home region in Germany – it gave me quite a scare).
We quickly grabbed the kids and headed downstairs to the guest bathroom for shelter. There we then realized that we had nothing prepared – where to sleep or even sit there? It was cold and really not comfortable to even sit there for a little while. The kids were also fast asleep (luckily they slept through the alert!) and we were carrying them – so no chance to quickly get pillows and/or blankets.
Several interceptions later and after some more time passed, we finally got a safety alert. After that, I was able to sleep for a few hours, as were the kids.