You only need to set up the Event Notification for the database (or server). The stored procedure is only needed in the database where the queue resides. You could send the events to another database or even another server. Also, you are not required to use signed procedures.

I did a blog-post some time ago to catch deadlocks with event notification. This shows you how to handle server level events. Deadlock Alerts Trough Event Notification and doesn't use signed procedures.