What is the call for when an enemy air-to-air missile has been fired?
From an older NATO book on brevity words that I have, a hostile guided missile is VAMPIRE.

A hostile surface to air missile is, indeed, SAM.

Edit.
From the better list of brevity words

VAMPIRE  Hostile anti-ship missile


So VAMPIRE is not an air to air missile.
My old list did not specify the type of the hostile missile.