Alarm Clock not Playing Selected Song

Greetings itzmissze, 

Making sure the song is downloaded to your iPhone is a great step, please be sure the song you want to use is still downloaded. 

Also, test to see if the alarm sounds using a default sound, just to be sure the alarm itself isn’t the issue. 

A couple other things we can do - 

1. Delete the alarm in question 
2. Sign out of Settings > your name > Media & Purchases (NOT out of iCloud). This will remove any downloaded music from an Apple Music subscription, though you can redownload it. 
3. Restart your iPhone
4. Sign back into Settings > your name > Media & Services
5. Download the song
6. Set up a new alarm with that song and test

Thanks.