Twobox toolkit works for me.

Be carefull that you aren't mixing up the option of "relay" with "Follow warning". Relay is to send what is said in 1 mode, to another mode, ie If someone sends a whisper to an alt of yours, he will relay that to party or to your main via another whisper whisper.

For the follow warning:

I use Fubar, & two box toolkit. Fubar, allows you to configure it directly.

1. Install on all alts. Do not install for the "Main".
2. Turn /follow warning On.
3. I think the default is a whisper to your main. Change this option to whatever channel you want.