A:Answer No but you can always upload/backup your music to Google Play Music for free and tell your Google Assistant to play that song from your library as the alarm.
The reason why it doesn't do that is because constant usuage of Bluetooth takes up more power than you'd expect, among other operating system issues. That's why Bluetooth GENERALLY disconnects when not in use. Besides, Bluetooth is not as efficient as wifi, which your speaker is already using. Hope this helps.