Yea, agree, I'm also curious why this doesn't exist yet. I thought there might be a tech roadblock but there really isn't any - especially since Node released Async Context. We did a POC for covering Redis and requests to 3rd party APIs and everything looks very doable, just need some time to implement it.
Re PII, interesting question. We were thinking Pythagora will be used in a local/qa environment and not in production so that there won't be a need to anonymise data. However, it's good to have it in mind.
Re alerts, yes, definitely. I think that's a great idea for using Pythagora in a CICD pipeline. Especially since, once the test suite grows, it will be super handy to get alert for failed tests after branches merge.
Re sockets, yes, they are definitely on the roadmap - my previous startup used mostly sockets so hoping we cover them soon and we would LOVE if you want to contribute. If you have any questions or need anything, just let me know, I'd be happy to help you with the contribution.