I don't know if this is a bug, but I cant hear the programmable speakers I have placed outside inside my factory.
this makes my alarms useless when I'm working inside.
similarly I'm unable to put speakers inside factories and hear them outside, even though "global playback" is turned on.

Hm, that's unfortunate. I suppose even global playback is not loud enough to reach other dimensions. You could submit a feature request to the Factorio devs so they change that or give modders a way to configure that.

Another alternative would be to simply write a mod that copies all alerts to chat.