Hi andrew1372ga,
To set up alarms when using the Sleep Focus, you will need to do this in the Health app. When in Settings > Focus > Sleep Focus, you should see "Your Sleep schedule can be managed in the Health App" under Schedule. As seen in Add or change sleep schedules in Health on iPhone, from the Health app, you will need to do the following:
- "Tap Browse at the bottom right, then tap Sleep.
- Scroll down to Your Schedule, then tap Full Schedule & Options.
- [See article for options]
- When you’re finished, tap Add or Done.
- When you tap Done, the changes apply to every day in the schedule."
When doing this, you will get an option to add your schedule to Sleep Focus.
Take care.