Hi Joe,
The siren should work, no problem. The most common problem is that people don’t realize that in order for the siren to activate in response to an intrusion in SmartThings home monitor, you have to set that up in the STHM settings. See this thread where I just recently answered that question: First time setting up a Alarm Panel Pro
If the siren is timing out in SmartThings when you try to turn it on directly, that’s a different issue. That means that ST is not getting the signal to our cloud service and device. First, make sure that the zone settings are synced to the device. Konnected App > Device > Manage Zones > Sync to Device
Another potential cause of this is if your Samsung/SmartThings account is in the wrong region. Check your country/region by going to my.smartthings.com and sign in with your Samsung account, go to Locations and check the country for your SmartThings location. This needs to match with the region selected when you sign-in to the Konnected app/account.
Let us know if this helps.