To be honest, I don't think this will ever work on the HTC (at least not with the current Android version) as this was also a problem with the HTC Touch Diamond (which runs on WinMo 6.5)
I think HTC needs to re-think their alarm functions on their phones, as they seem to be working like a small computer (I'm think a PC here
) were alarms doesn't go off when the computer is turned off. If they somehow could build in some sort of wake-on function on their phones which would make the alarm and other functions work properly.
For now, I think you'd just settle with this "bug" until they fix it.