Is there a way to set up multiple Slack alert destinations (channels) and to route alerts based on tags or data feed?
You may add as many Slack channels as you would like as new Alert Destinations. For each one, you must create an additional app on Slack's side.
The Alert Destinations themselves have some controls to define which Alerts route to where, for example, based on Severity or Type. Another option is to leverage Python and Auxiliary Functions to route alerts to a specific destination that has been set up.
Here is an example rule that outlines how you might use all those Auxiliary Functions.