In the one case I had, it was a pop-up overlay that obscured the normal loop screen. If I were looking for it after the fact, I’d try settings (the gear in the lower right) and the Issue Report (second item in the settings, for me).
I’m not at home right now looking at loop but I’m pretty sure it’s in the “issues” area. I’ll have to look when I get home if someone hasn’t definitively given the answer yet.
I wouldn’t worry about needing a code to give Insulet. The couple of time I called (admittedly prior to Loop) they just wanted a description of the event. What the others have said is where it would be, except I’d add the critical events log at Settings, Support, Export Critical Events; should be the last in a list of four choices.
I am not sure Loop ever captured the event. I heard the pod alarm and tried to deactivate it, which didn’t work. And then I took the pod off and poked it with a paperclip to get it to be quiet.
I didn’t look at Loop until later. So It may have never received the alarm.