I set it correctly, the Alarm volume is set to 5 or more, the phone's main volume is up, and a ringtone is selected. Sometimes it works correctly, other times a message appears saying the alarm went off, but with NO SOUND. Why does this happen and how do I prevent it from happening again?
Well, that's really unfortunate. Have you tried installing an alarm app from the Google Play store? Try something like Alarm Clock Plus from Google Play store, it's free. Then observe if the same occurs.
100% certain, and I do set multiple alarms. I am fully awake when this happens and looking at it when it fails to make a sound.
I'm sorry but are you sure that you're just not sleeping through the alarm? I know someone who experienced this, then he found out that he's just sleeping through the alarm. The alarm doesn't work for him sometimes. Try setting multiple alarms at the same time.