Hello mrsdarlington,
Thanks for reaching out to Apple Support Communities. We see you have some questions about your downloaded Apple Music not working for your alarms, and we'd like to help. To start, and to ensure you have the most recent settings, we'd recommend making sure your device is updated. If it's not, you can find help with updating here: Update your iPhone or iPad
Update your iPhone or iPad wirelessly
1. Back up your device using iCloud or your computer.
2. Plug your device into power and connect to the internet with Wi-Fi.
3. Go to Settings > General, then tap Software Update.
4. If you see more than one software update option available, choose the one that you want to install.

5. Tap Install Now. If you see Download and Install instead, tap it to download the update, enter your passcode, then tap Install Now. If you don't know your passcode, learn what to do.
Does this happen with all songs, or just one?
If you try removing the song, and adding it again, does it still not let you use this for an alarm? Delete music in the Apple Music app - Apple Support
The answers to these questions can help us get the best next steps from here.
Regards.