Hi Grassattacker,
Welcome to Apple Support Communities. We understand that you're having an issue with the alarm sound on your iPhone SE. We'd like to help.
From what you've shared, it sounds like you already completed the steps in the article you came from: How to set and change alarms on your iPhone - Apple Support
Since that didn't work, it's possible that the alarm you're working with is part of your sleep schedule in the Health app. If you have that set up, the alarm sound would need to be changed there. Once you open the Health app on your iPhone, follow these steps to adjust the Sounds & Haptics:
Add or change a sleep schedule
1. Tap Browse at the bottom right, then tap Sleep.
2. Scroll down to Your Schedule, then tap Full Schedule & Options.
3. Do one of the following:
* Add a sleep schedule: Tap Add Schedule.
* Change a sleep schedule: Tap Edit for the schedule you want to change.
4. Do any of the following:
* Set the days for your schedule: Tap a day at the top of the screen to add or remove it from your schedule. The schedule applies only to days shown with solid-color circles.
* Adjust your bedtime and wake up schedule: Drag
to change your bedtime,
to change your wake up time, or the semicircle between the icons to shift both times simultaneously.
* Set the alarm options: Turn Alarm on or off.
When Alarm is turned on, you can choose a sound, its volume, a vibration, and the snooze option.
Note: You can’t select a song for a sleep schedule alarm. However, you can select a song for an alarm with the Clock app
.
5. When you’re finished, tap Add or Done.
6. When you tap Done, the changes apply to every day in the schedule.
You can find that and other details about the sleep schedule here: Add or change sleep schedules in Health on iPhone - Apple Support
Hope that helps.
Take care!