Nagios alert in PagerDuty fails to line break

Question

Background:

I am trying to write a Nagios alert description, so it can be displayed in Pager Duty.

However, I am faced with the problem that despite the yaml code having line breaks, the display have no line break.

Here is what I tried:

      - my_alert:
          hostgroup_name: nagios
          use: pagerduty
          contacts: pagerduty
          display_name: '-First line. \n 
          - Second line, should appear below first line, not after.
          - Some third line, to test line breaks
          - Some fourth line
          - Why is it in one line?'
          service_description: 'Some test'
          check_command:
            query: '...'
            tr: 5min
            warning: 1
            critical: 1
            percentage: 50

I was expecting the message to contain line breaks, i.e one message per line.

However, this is the result (please see screenshot)

Question:

How to display line breaks in Nagios + Pager Duty?