If you have Octoprint, pronterface or dodgy firmware you can use pause at height in Cura to pause the print and change filament then resume..
If you dont have the above, then you can still do it with a very, very easy gcode edit that will take a couple of minutes.
Watch the vid for details, and if you want to just copy and paste the codes then just paste in this to the layer you want an alert on..
M300 S400 P300
M300 S450 P300
M300 S500 P300
M300 S450 P300
M300 S400 P300
As always.. Enjoy the show..