Forgive me if I have misunderstood the problem you are having, but my first thought is the need to put custom sounds for alarms, notifications and ringtones into the appropriate folders in your user storage area.
On my HTC devices, by default I have three folders named 'Alarms', 'Notifications' and 'Ringtones' in internal storage which can be viewed using a file manager app. Any custom sound file either specifically downloaded or selected from existing music files must be copied/moved into the appropriate folder/s using the file manager.
When you then go through the standard sound selection process those sound files will be available for you to select.
Although there are differences across devices I'm sure you should find the same or similar folders.
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