BTW, The new ADT/Smartthings security panel has some significant improvements in this area, but only for the dual logo devices that are authorized to notify the ADT monitoring center.
Those specific functions do operate locally and have their own cellular communication module. And you can arm or disarm it even when the SmartThings cloud is down.
It doesn’t help you with the lights or the thermostat, but as far is the security functions, it won’t run into this particular issue.