Just a few thoughts on the subject, since I don't know much about it, and I haven't discussed it much with anybody nor paid really close attention to it in my life.
In Quebec (I don't know about France), the street lights between green and red are usually called feu jaune, and when someone goes on and is in the middle of the intersection when it turns red, it is commonly referred to as jaune foncé, but this is mostly for fun and you won't find it in official texts nor usually in newspapers or on television. The type of dark yellow (amber, I guess, but this is not a colour people refer to much in French) the street lights are led me, as a child, to call them orange, and I was perhaps six or seven years old when I eventually started calling them what everyone else was calling them, though it was mostly to align myself with the common usage, not because I was starting to consider the colour itself yellow.
For road signs here, orange is for construction, yellow for warning, and school signs went from dark blue to very bright yellow at some point in the early 2000's, something that was a very smart move: the signs are a lot more visible and contrast more with the background, making kids that much safer (well, hopefully...).
As far as alerts go, I am not familiar with any other colour than red and amber in my day-to-day life. Hospitals seem to have consistent codes for different types of emergencies and alerts, as evidenced by these pages from Santé-Montréal, l’Institut universitaire de cardiologie et de pneumologie de Québec or le CHUM. This last one appears to have two extra alert colours (mauve & beige, the list is on page 21), but the other colours represent the same type of events.
Could Quebec be closer to the common usage of English-speaking countries, though, since it is surrounded by a whole continent where English is very dominant? It is possible.
For regular uses of colours in spreadsheets in workplaces, Excel's default highlight colour for cells is yellow, so I guess a lot of people might just stick with it to highlight either important or dubious data. I haven't noticed it would have spilled on daily vocabulary, but who knows if children raised in a world where its usage is ever-present will not naturally lean towards incorporating this in their speech...