I’m also having similar issues with my S4 Watch and iPhone 12.
In the Sleep app on my Watch, I have set a daily schedule for my Watch to wake me at 06:45. I wear the Watch to bed and turn my iPhone off.
In the morning, at 06:45, my Watch will correctly wake me BUT, when I then turn my phone on, the same 06:45 alarm then plays on the phone?!
How can we turn the phone alarm off and, when setting an alarm via the schedule in the Sleep app on the Watch, does the very same alarm ALSO get added to the Alarm tab in the Clock app on the phone?! This makes no sense?!
I only want the alarm going off on the Watch - NOT the phone as well?!