Get any smart bulb which turns itself on when power is restored. This is most of them.
Keep it turned off for regular use.
Set up an alert for when that light turns on.
When the power goes out, nothing will happen. But when the power comes back on, that bulb will turn on, and you can use its turning on as a trigger for pretty much anything and smartthings.
People have used this in the past to have all their smart bulbs turn themselves off again when power is restored, particularly if they are away on vacation. But it would certainly work for your purpose.
If you also want an audible alert, just have a siren or chime coming on be triggered by the bulb coming on.