If you are expecting an “Urgent Alarm” reminder to be added automatically to the Clock app, that is not what will happen here. A reminder labelled “Urgent Alarm” does not automatically become an alarm in the Clock app.
If you want your iPhone to sound an alarm at a specific time, you need to create an alarm in the Clock app separately. A reminder and a Clock alarm are two different things, and creating one does not automatically create the other.
Create an urgent reminder. In iOS 26.2, you can mark a reminder as urgent and Reminders will schedule an alarm when that reminder is due.Read more
Use Reminders on your iPhone, iPad or iPod touch