Is zigbee possible for you?
Then I can highly recommend this one as it even has a small Lithium-Ion-battery as backup. And it can report an AC-disconnect.
Zigbee siren
Here you can see how it looks like when opened:
Pic from inside
Almost the same exists for Wifi (Tasmota flashable) too, but I have no experience with it.
tuya siren (tasmota flashable)