Currently, the option to check if the PO# being set on a Sales Order is already used by the customer is an enhancement, Enhancement#266363.
My suggestion would be to create a saved search which will alert you as soon as an order is raised with a duplicate PO#.
1) Create a Transaction Saved Search with the below Criteria
2) Results tab
3) Email tab
4) Save
5) As soon as someone raises an order with a duplicate Customer PO, you get an email like the below
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