Create an Emergency Alert app/wallpaper/OS extension.
Source alerts from
Mobile phone networks (use logic from Live TV app to select locality for messages, get a stream of alerts for whole country direct from operator rather than needing hardware to connect to local tower).
National Weather service radio (which also needs Roku to sponsor an app in the public interest).
Maybe BBC Radio 4 Longwave in the UK (has a special role in emergencies).
Not a Roku employee
