You can change sound for any device/automation:
- App → Settings → Device notifications → Add exception → Select device → Set sound in system settings
- App → Device dashboard → Device info → Topbar actions button → Notification Settings → Set sound in system settings
- Also, you can set up those critical events as @DimitryPB shown - then they will work as critical alerts and will work as alarms
Currently, there is no way to set the sound for a specific type of specific device’s events. I believe that will overcomplicate iit.