I had an eerily similar issue with my water alerts with respect to setting bulb colors. I could set the color with any app, but with HSM it would generate errors and fail.
If I manually created a custom alert in HSM that used the same devices and actions, it worked fine.I'm part of the beta program so I know this will be fixed for me in the next f/w release.
This is the thread of my issue
Something for you to try (since you have Sonos speakers) is to setup your SpeakTo action differently. If you are currently using "speech device", try using a "music device" instead...and vice versa if needed.
If that fails as well, try doing like I did and create a Custom Alert in HSM. Set it up exactly like you did in the Water alert and report back here.