But the alarm (default sounds or mp3) just work and output on speakers only...not in the headset.
Uh? Really? I just tested the sounds changing the "ringing tones" under the contol panel and they play just fine truough the 1.5mm jack. Possible that they stop playing only for the real deal??
When you use the built-in alarm/clock applet, the sound definately will only play through the onboard speakers. I'm in the same situation where I want to have it play through the audio system I've got hooked up to the headphone jack but it seems to be hard coded and since alarmd/clock applet is closed source it's not even something that we can jump into the coding and play around with. It's not a general system setting or anything because any other audio will play out of the headphone jack, it's literally only the alarm app. that uses the speakers regardless of what else is connected.
Just a suggestion, can't check atm, but can the alarm run a program, maybe a script, that could then play an mp3? Might be one way to get around the problem.