Cell Broadcast Function Disappeared on Samsung Galaxy S4 Android 5.1 Cell Broadcast messages function which is usually here : messages -> setting -> cb messages seems to have disappeared on new Samsung phones.

I have Samsung Galaxy S4 Android 5.1.

Maybe this function is hidden in some other place?
Lollipop 5.1. There's an app called "Emergency Alerts"
Launch it. 
Click upper right pop up menu and select "settings" to customize.