With the help of Sumologic Support, I got to the bottom of this.
In short, I had saved my scheduled search elsewhere (duplicating it) by mistake, and it was this other instance (of which I was unaware) that was sending the alerts.
Looking back, this is where it had gone wrong:
- first, I created a scheduled search by running a Sumo search and clicking "Save As"; I saved it to a team folder, where it really belonged
- some time later, I must have run the query again and clicked "Save As" again
- this is wrong; after a query is saved once, it should be modified via the "Edit" link, not "Save As"
- what's worse, the "Save As" dialog offers my personal folder as the default save location, and I must have overlooked it, thus producing a copy of my scheduled search
- at this point, I had two identical searches scheduled: one in the team folder, and one in my personal folder (which I didn't know about); no matter how I modified the scheduled search in the team folder, even deleting it, I never stopped being alerted (because the other search was still active)
I recommend using Sumologic Support; they accessed my account, looked around, and quickly figured out what was wrong.