can we export the alert form splunk cloud instance to export it to new instance? If yes then how we can export all alert? is there any script available to do this?
If you're exporting from one Splunk Cloud instance to another then submit a support request and have Splunk do it for you.
If you're exporting to an on-prem instance then submit a support request asking Splunk to send you the relevant savedsearches.conf file.