Trying to reproduce your case, but have no idea.
Could you help me.
Could you open your Music Station,
press “multi-zone control and streaming” (blue) button in top right corner
You should see in panel the list of your devices.
Do you see your built-in output ?
Could you make screenshot and send it me.
Also, please check, that you use for AlarmClock the same account, as you use to run AlarmClock.
Maybe this account doesn’t have required permissins?
Please see http://www.nasalarmclock.com/qnap/description/mainsettings/ and check them for AlarmClock account.