No, Custom Email Alerts can only be configured for Auditor. However, you can choose if you want to send Blocked Activity Email Alerts and Flagged Activity Emails to Delegated Reporting Group users.
To do that, navigate to the Staff tab and select the Delegated Reporting Group > Configurations. Select the checkbox for ‘Send blocked activity email alerts’ and/or ‘Send flagged activity email alerts’. You can also choose to send flagged Activity Email alerts to all or any of the sub-categories - Sentiments, Sites, and Keywords. Remember to save your configuration so you can start sending such emails to the Delegated Reporting Group users.