After disabling the local AlertManager as described in the documentation (https://docs.redhat.com/en/documentation/openshift_container_platform/4.18/html/monitoring/configuring-core-platform-monitoring), the PrometheusNotConnectedToAlertmanagers alert fires in the cluster and there are still DNS requests failing like this one: 
 alertmanager-main.openshift-monitoring.svc.openshift-insights.svc.cluster.local alertmanager-main.openshift-monitoring.svc.svc.cluster.local 

 It seems that insights still have some AlertManager stuff in the configuration.     

oc logs -n openshift-insights insights-operator-7ccd69f68c-frnvf | grep alertmanager
Recording config/pdbs/openshift-monitoring/alertmanager-main
alert "AlertmanagerReceiversNotConfigured" has state "pending"

4.16 - 4.20    

100%

   1. Disable AlertManager
    2. Check that the PrometheusNotConnectedToAlertmanagers
    3. Enable trace or debug Level in dns-pods
    4. Check dns pod logs. There will be request like this: 
alertmanager-main.openshift-monitoring.svc.openshift-insights.svc.cluster.local
alertmanager-main.openshift-monitoring.svc.svc.cluster.local     

The PrometheusNotConnectedToAlertmanagers alert fires. 
There will be DNS request failing.

When disabling AlertManager, there should not be AlertManager DNS requests or alerts.