Forget, on the tannoy in my little room there was no mention of it being an exercise, neither did we know if it was going to be a Mick or a Micky Finn. Everytime we used to report in with all our kit to find out if we were going anywhere.
As mentioned it was always referred to as an "alert " being declared. Always helped with the confusion element dontcherknow.
To this day I still have a "go bag" with enough to survive for a few days packed away inside it.