Can AppleScript create an Open File Alert?
Quoting Calendar's AppleScript dictionary in macOS Catalina (but applicable since Mojave) :

&quot;This class represents an 'open file' alarm. Starting with OS X 10.14, it is not possible to create new open file alarms or view URLs for existing open file alarms. Trying to save or modify an open file alarm will result in a save error. Editing other aspects of events or reminders that have existing open file alarms is allowed as long as the alarm isn't modified.&quot;

Additionally, having tested other types of calendar alarms in Catalina that do not have similar warnings against them, they too failed to be created.  Whilst the restriction in place for file alarms is most likely motivated by security concerns, the others feel more like a bug.