Any ideas how to solve it?
Best answer by Airgetlam
Couple of suggestions, which may or may not be useful. First, make sure that your speakers and your controller are on the same version number. Check for updates, and make sure you apply them to both the speakers, and to the controller.
Second, if that's not the issue, try a simple reboot of both your router, and the speakers.
If that doesn't work, I'd recommend that you submit a system diagnostic within 10 minutes of trying to set an alarm, and either post the number here, or contact Sonos to discuss it. There may be information included in the diagnostic that will help Sonos pinpoint the issue and help you find a solution.