Since you already have a scheduled alarm time, set the thermostat to 15 minutes before that time. Or if using random alarm times, once you wake up, you can always call out to Siri to turn the heat or AC on or turn it to desired temperature. Once set up in HomeKit any device with Hey Siri enabled will work. Be it an iPhone or
HomePod, etc.
The same applies to your lights. I have lights that turn on about the same time I set my alarms to.
Or depending on which thermostat this is, you might find it easier to use its own manufacturers App to customize your preferences. I wake up cold and can use the App on my iPhone or iPad to adjust the temperature or I call out to Siri. If you live in a region that sits in between warm and cold , the Auto setting left on will know if you need the heat or AC.
See: Shortcuts User Guide - Apple Support