I've done this before; misread my shift start time or alarm simply didn't go off, and I would get woken up by a phone call from work. They typically call TM's who are 30 minutes or so late to a shift to confirm that they are coming in. Because of that, I just get tagged as late, and not as a NCNS. I don't rely on that phone call (to save my butt from a NCNS), though. I know it's a courtesy from them and I shouldn't take it for granted.
I have to be extra careful for 6:00am Market shifts because not only am I VERY unlikely to wake up on my own for that alarm, but I wouldn't get a phone-call because there usually isn't an ETL in the building until 7:30am or so. I always set two or three alarms at 10 minute intervals for that. And I have a separate alarm that I've set for the earliest start time I would ever have (which is 5am) to go off EVERY day so it can be my backup in case my phone dies. But I actually haven't changed it since DST so it goes off an hour late now, lol. But I've never had to use it.