They do not. An EAS message broadcast begins with a SAME header, which is followed by iirc about 30 seconds of the attention signal and then a verbal descriptio

They do not. An EAS message broadcast begins with a SAME header, which is followed by iirc about 30 seconds of the attention signal and then a verbal description of the alert (with onscreen text for TV broadcasts). After that, the message broadcast concludes with a SAME footer. The SAME header and footer are each repeated three times, and consist of BFSK-modulated data on a couple of frequencies I forget offhand. (If you're interested, they're specified in Section 31 of the regulation I linked elsewhere in this thread.) The header encodes the type and geographical applicability of the alert, and EAS receivers configured for the applicable area use it to automatically interrupt broadcast with the bulk of the alert. The SAME footer encodes no data but serves as an "end of message" flag; EAS receivers can use that to resume normal broadcast depending on configuration and the nature of the alert. (Sufficiently severe alerts may be repeated in entirety.) CONELRAD didn't use any in-band signaling of this type, in any case. The technology wasn't really there for it, and in any case the whole point of the scheme was not to continue transmitting from any one station for a significant length of time, in order to deny Soviet bombers navigation references which would help them drop nuclear bombs on American cities.