Dahua does send push notifications, if you click on them, you can get a thumbnail of it. I personally don't like it (takes a bit too much time), so I have configured for a couple of cams that they send out an email (your cam will send out two actually, one with the alarm, another with the "alarm clearance"). Within that email, you can attach a screenshot. As my mail app is much faster than xDMSS, I prefer that.
Hope this helps,
CC