What is the equivalent deep link event URL with the recent retirement of compliance portal.

Hello Prabha!
I dug in on the new portal on how to achieve this. Under the alerts, I opened an event and then under copy event link as shown in the screenshot below. You can further modify but this is the link you are likely looking for. 
https://purview.microsoft.com/datalossprevention/alertspage/eventdeeplink?eventid=<myEventID>&creationtime=<someDate>

I hope this helps. If this solves your issue, please mark as Solution for the benefit of the rest of the Purview Community.