Hi JessicaJ96,
Thanks for reaching out in the Apple Support Communities. We understand you're using Sleep Focus and your iPhone had set off an alarm that was outside of your sleep schedule. If you have your sleep schedule set for only weekdays, it shouldn't wake you up on Saturday or Sunday.
For this, we'd recommend double checking your schedules to see if you may have more than one set up. It's also possible to set one-time or repeating alarms that's outside of your sleep schedule from the Clock app. This means if you had previously set up alarms before setting up Sleep Focus, you'll want to go back and disable them.
For reference:
Intro to sleep schedules in Health on iPhone
Change Sleep Focus and other options in Health on iPod touch
Cheers.