Is, it possible to play a custom notification there my R1 speakers, when I lock my smartlock?
Yes. Load the smart app “Speaker Companion” and set up a custom message based on “contact Open” (which will list your lock as a switch). This will then play the standard “Salli” voice on the speaker when the door unlocks. (You can also do this for other events). The companion app can be repeated for other events.
Alternative method is to load and learn WebCore - but this may be overkill for you.
For some reason the door lock doesn’t show up at all.
Asking the question (so others can help). What Lock and What SmartThings Device Handler / Service Manager?
Z-wave lock reporting DH
If you have access to RBoy Apps, then see the Door Lock Code User Management smartapp which can play notifications directly to a connected speaker like R1 or Sonos.
However, this will send preset notifications (User X unlocked the door, or Door was left open for too long or Door was manually locked etc).
If you want a complete custom setup then you may want to consider using WebCoRE or CoRE to create the rules. It should be fairly straight forward if you’re creating a simple rule.