SLA, Subscriptions, Alerts. What is the difference? 

An SLA, a service level agreement, is an event specific to topologies. It generates alerts when the SLA is breached.

https://docs.streamsets.com/portal/platform-controlhub/controlhub/UserGuide/Topologies/MasterDataSLAs.html?hl=sla

An alert is a message that is generated in response to an event. 

Alerts:https://docs.streamsets.com/portal/platform-controlhub/controlhub/UserGuide/GettingStarted/Alerts.html

Events:https://docs.streamsets.com/portal/platform-controlhub/controlhub/UserGuide/Subscriptions/Events.html#concept_gjm_d5t_mfb

A subscription is a way to push SLA alerts and triggered events out of the UI and into an email or other service via webhook. 

Examples: https://docs.streamsets.com/portal/platform-controlhub/controlhub/UserGuide/Subscriptions/Examples.html#concept_fgy_fbz_ddb