@elmando: Please try opening the Phone app > Tap the 3 dots in the top right > Settings > Call alerts & ringtone > Allow alarm/notification sounds in call, and toggle this option on. Let me know if this helps.
@elmando: I just tested this, and I too got 3 beeps in short sequence when my alarm went off while on a call. For me this makes sense, as you wouldn't want your full alarm tone to interrupt the call, but you're still notified of the alarm via the beeps, and a pop up notification to Dismiss/Snooze. I hope this helps.