There is a known problem with child devices and the Alexa integration as noted here (I know this is for GH, but same applies to Alexa to my knowledge):
However, we did create a, “workaround” as our Fan/Light switch uses multichannel technology:
I know that’s a fan/light article, but you can use it for the smart plug.
Yeah the reason why this works is bc it’s not a multi-channel device. I’m not sure if ST has a built in handler like they do for generic dimmers like the ZW39. Our On/Off and Dimmer switches will do the same thing