It sounds like your pump includes the CGM, and the primary issue is waking up to low or high warnings?
With my CGM (a Dexcom), I keep it near my head where it'll sound very clearly. Sometimes even just the vibrating will wake me up that way, though other times I won't wake until the actual beeping.
My pump usually take a while to wake me up. One cool feature on an Animas Ping is if you don't respond to an alarm, it'll cycle through ALL of the sounds it can use for an alarm. So if one particular "ring" doesn't wake me, it'll keep trying others until it finds one that's obnoxious enough to get me to wake up. :) See if your pump/CGM has a feature at all like that, or if it just has different alarm options so you can choose the loudest and most obnoxious.