There isn't an out-of-the-box way to do this but if you don't want to create and maintain Lambda functions, you could use this no-code approach.
CloudWatch alarms automatically publish events to EventBridge [1], so you could configure EventBridge rules in other regions to forward events you're interested in into the "aggregator" region [2]. And then, in the aggregator region, you could set up another rule with your SQS queue as a target [3].