That often means that at the moment the alarm is going off, it can’t reach the desired link for some reason. There’s all sorts of potentials there, if it is an outside link, try moving the alarm by two or three minutes, either way. Your Sonos system may be part of a bunch of similar alarms overwhelming a radio station’s server all at the same time.
If it’s a local server (your HD or an NAS, that means that source isn’t available at the moment your alarm is trying to reach it, so I would encourage you to submit a system diagnostic within 10 minutes of experiencing this problem, and call Sonos Support to discuss it. Don’t post the resulting diagnostic number here, they get sensitive about GDPR.
There may be information included in the diagnostic that will help Sonos pinpoint the issue and help you find a solution.
When you speak directly to the Support staff, they have tools at their disposal that will allow them to give you advice specific to your network and Sonos system.