minhanh001,
From what we can tell, you followed our guidance to be sure the Wake Up alarm is turned off, and you're still hearing an alarm sounding when none are set. We'll point you in the right direction from here.
Next, make sure your iPhone is running the latest software version, which is iOS 14.4.2. You can check which version is currently running on your iPhone in Settings > General > About. If needed, learn more about updating your iPhone from this support article:
Update your iPhone, iPad, or iPod touch
If your iPhone is updated to iOS 14.4.2, and this behavior continues, you'll want to connect with Apple Support for more help. This link will help you get started:
Contact Apple Support
Cheers.