Adding warning with sp_add_alert doesn't work with "Greater Than" and SQL Server 2014
after research, I had found the answer. The Problem is the @performance_condition, my example will not work. But if I add a "SQLServer:" at the beginning of the Condition, like this:

N'SQLServer:Replication Dist.|Dist:Delivered Cmds/sec|MyFancyReplication|&gt;|1000'


This is the Key to add custom warnings to Sql Server 2014. I believe this is a bug with the new SqlServer2k14.

Regards
Björn