If you go into the system Settings -> Sounds and vibration, you can set a default Ringtone, and a default Notification sound but there is no option to set a custom default Alarm sound. The phone seems to be hard-coded to use Homecoming as the default sound for new alarms, whether using Samsung's Clock app or the Google Clock app.
An intensive search reveals several formerly-working methods to change the default Alarm sound, some of which involve using certain third-party apps such as Zedge or an old version of ES File Explorer. I tried the Zedge method and found that it can't access local files. So if you can't find the alarm sound you want in the app, you're out of luck. The ES File Explorer method seemed to be working at first, but a short time later, it wasn't - new alarms were once again being set to Homecoming.
Also, other users reported that their workarounds failed after a system update or phone restart. Is it really so hard to make this audio feature work as easily and effectively as setting the default Ringtone and Notification sounds? Or do you just not care about making the user experience consistent, easy, pleasant and convenient?
You seem to have misinterpreted what I wrote about Zedge. It has the ability, through a confusing method, to set one of Zedge's available audio files, as the default Alarm sound. This is done by selecting a sound in the app, then the "download" icon, then a text prompt to set it as the Alarm sound. But this only works for files available through Zedge.
If you already have a sound file on your phone that isn't on Zedge, you can't easily use Zedge to make that sound your phone's default Alarm sound.
Also, I'm discussing the "default" alarm sound, which is automatically selected as the sound for new alarms. Of course you can set sounds from your phone (regardless of whether downloaded from Zedge, or elsewhere, or even recorded on the phone yourself), one at a time, to each alarm manually. That isn't the point. The point is that a "default" exists, which is automatically applied, thus in theory saving steps and increasing convenience when creating multiple alarms that should have the same user-selected sound. But Samsung or Google have apparently made it impossible, or nearly so, to change which sound the phone system calls "Default (sound name)" in the list of alarm sounds.
