On my 945, in Garmin Connect Mobile there is a menu for Sounds & Alerts, and under that menu I can access the Alarms on the device.
On my 965, there is a Notifications & Alerts menu, but that does not have a submenu for Alarms. I can still access alarms on-device, but I've grown accustomed to setting my alarms from my phone. Am I just overlooking the menu/submenu where the alarms are managed? This is on iOS.