I have a similar, but opposite problem: I created two extra alarms for my 935 and now they won't delete from anywhere. If I delete from Garmin Connect or Garmin Connect Mobile, they reappear after syncing with the watch. If I delete from the watch, they reappear after syncing with Garmin Connect Mobile.
Between setting the alarms and now trying to delete them, Garmin Connect Mobile updated from 4.1.2 to 4.1.2.1.