1. GitHub Docs, "About Dependabot alerts." This document states, "GitHub generates Dependabot alerts when a new vulnerability is added to the GitHub Advisory Database... [or] The dependency graph for a repository changes...". This confirms that the alert is tied directly to the detection event.
Source: https://docs.github.com/en/code-security/dependabot/dependabot-alerts/about-dependabot-alerts, Section: "Detection of vulnerable dependencies".
2. GitHub Docs, "Configuring Dependabot security updates." This page clarifies the sequence of events: "You can enable Dependabot security updates for any repository that uses Dependabot alerts... When you receive a Dependabot alert for a vulnerable dependency... Dependabot automatically creates a pull request...". This shows the alert precedes the pull request.
Source: https://docs.github.com/en/code-security/dependabot/dependabot-security-updates/configuring-dependabot-security-updates, Introduction and Section: "About Dependabot security updates".
3. GitHub Docs, "About dependency review." This source distinguishes dependency review from Dependabot alerts, stating, "Dependency review helps you understand dependency changes and the security impact of these changes at every pull request. It provides an easily understandable visualization of dependency changes... on the 'Files Changed' tab of a pull request."
Source: https://docs.github.com/en/code-security/supply-chain-security/understanding-your-software-supply-chain/about-dependency-review, Introduction.