I wrote a Hubitat integration for UniFi Protect that supports the doorbell features. You could use this to get button press events into Hubitat. I recommend installing via Hubitat Package Manager.
You will have to power the doorbell somehow. You'll need a transformer in the range of 16-24V AC output. If you don't already have one wired for an existing doorbell, maybe you can discretely (and safely!) tap into an outdoor outlet or something.
The Sage sensor isn't necessary if the button press events from UniFi Protect are good enough. But I also have a Sage sensor and like that it's natively supported by Hubitat. It's all up to your preferences.
On playing sounds via Alexa, I'm not sure. Maybe search Echo Speaks on this forum to see if it would meet your needs?