Hi @tweakhound,
Wordfence sends its alert emails to the address specified in Wordfence > All Options > General Wordfence Options > Where to email alerts, although they usually come from wordpress @ yourdomain . com.
Make sure to purge all caches if the old email address is still receiving emails after saving Wordfence settings changes. To change the address WordPress sends as, follow a guide such as this one.
Many thanks,
Peter.