You’ve already gotten lots of great advice. 
The only thing I would change, and this is just because I’m picky about network efficiency since I used to work as a network engineer, would be to add the siren to the network before you add the sensative.
Both of these are Z wave devices. The siren plugs in, which means it can act as a “repeater” which helps pass messages along to the hub.
Battery operated devices do not generally act as repeaters, because it would use up too much battery life.
If you’ve added the siren first, then the strip will be able to use it as a repeater. It might not need to, depending on the physical location in your home, but it’s just a good practice. More about setting up an efficient network here (this is a clickable link):
As far as having the siren sound when the sensor detects the door open, that’s quite easy. There are many different ways to do it in SmartThings. most people would probably use smart home monitor, which has an " alert with sirens" feature. 
Here’s the official article on that feature: