The first thing you need to do is set a sleep schedule on your iPhone by going to the heath app; scroll down to sleep and select, then full schedule and options. Set your schedule and preferences here. iPhone and watch will both go into focus and sleep mode and both alarms should go off.
If you happen to select “manage sleep in the Apple Watch app” that changes sleep control to the Apple Watch specifically, if I recall. After I changed that setting, I noticed my phone didn’t ring or go into sleep mode anymore, just my watch. So, be sure to check that both are going into sleep mode and volume on phone is set correctly. You can also filter certain callers and notifications during sleep mode as well as rings, hepatics or both.
Once awake, be sure is off on both devices, especially if you tend to wake before alarm goes off. Once sleep is complete, check iPhone>health app>sleep for your results. I hope this helps!!!