I have a Series 0 Apple Watch Sport.
When an alarm is going off my Apple Watch no longer vibrates. All other haptic feedback (prominent or not) is working fine.
I had this problem for every watchOS beta so far, but it was never fixed. Now that the GM is out, I have to assume it's an intentional change (?)
This is kind of frustrating, because my main use case for the watch is the silent alarm 😟
Try this. Set up an alarm on your iphone and set it to vibrate (choose any vibration type, mine is set to default). The alarm does not have to be enabled, just set up (I even labeled mine as "Do Not Delete. Used for watch to vibrate." as a reminder to myself later to not get rid of it). Then set up an alarm on your watch to see if it then vibrates. This worked for me on my Series 1 and 2 watch after updating to iOS 4.