The Short Version
iOS 26.4 adds an "Always Play on iPhone" toggle so Sleep Schedule alarms ring on both iPhone and Apple Watch at the same time, fixing the issue of alarms silently defaulting to the Watch only.
iOS 26.4 fixed two things that should have worked from day one. Heavy sleepers can now force their iPhone to sound an alarm alongside their Apple Watch, instead of relying on a silent wrist vibration. iCloud's website also finally got a search bar. Apple shipped both features years late, but at least they showed up.