If you deleted Pillow from your device, then it’s impossible for the alarm to go off from our app.
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The alarm goes off from another app, most probably Apple’s “Clock” app that comes pre-installed on your device. To check if you have an alarm set up there, open the Clock app and check the “Alarm” and “Bedtime” sections.

Also, if you use the Apple Watch, check the “Alarms” app that comes pre-installed on your Apple Watch (It has an orange icon with an alarm clock) to see if you have set up an alarm.