Hi Gorgy95,
Thanks for posting in Apple Support Communities! Since your alarm doesn't seem to be working as expected, we suggest ensuring your devices are running the latest software versions. Outdated software can cause features to misbehave. These steps should help:
"Update your iPhone or iPad wirelessly
- Back up your device using iCloud or your computer.
- Plug your device into power and connect to the internet with Wi-Fi.
- Go to Settings > General, then tap Software Update.
- If you see more than one software update option available, choose the one that you want to install.

5. Tap Install Now. If you see Download and Install instead, tap it to download the update, enter your passcode, then tap Install Now."
-Update your iPhone or iPad
For updating your Apple Watch, check out this article: Update your Apple Watch
If the alarm is still not sounding after updating, try creating a new alarm and test it out. Should the behavior continue, contact Apple Support to look into this further.
Cheers!