1) Can we have an email notification to existing admins whenever a New user is added as an Admin ?
2) Can we have an Alert mechanism for any changes in permission scheme or addition of new role in the scheme.
Not out of the box. You may be able to do it with a listener.
I STRONGLY suggest you treat all updates to JIRA besides adding users as a production system under change control. That will handle item 2 and a bunch more that will come up if you don't manage JIRA like a production system.
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