I use a fitbit watch and an app on android phone called xDrip. XDrip has lots of alerts sounds, although I use the default. I think you can also record and load your own very loud sound.
But my fitbit watch always vibrates for alarms, and that always wakes me up, in addition to the app also alerting.
There is also a Bluejay watch that is described here, that is used by some folks here, which provide dexcom alerts.