When it comes to security I avoid using cloud based services, however since you want to use Alexa there is not much that can be done about that.
One issue with HSM Panic rules, and keypad panic buttons: HSM does not respond when the HSM system is disarmed. At least that's what it did about two years ago when I wrote my Nyckelharpa app to get around that issue. Nyckelharpa also has options for notifications, and allows arming with an open sensor with a notification warning, something HSM does not allow.
Regarding Pins: Nyckelharpa supports system provided Lock Code Manager app, or it's own built in optional pin module.
Also it may help by doing this in stages and get each part working before moving on the the next task. For example: setup HSM, then Nyckelharpa, then Alexa.
Hope this helps.
