I have the S5 too. I use The Weather Channel app. Under setting you can select your alerts. I had the same issue waking me up but it was my S5, Gear S, and my and my wife's Nokia 980 all going off with alerts. It was crazy. I turned them off on the Nokia, reduced them on the S5, and muted my Gear S. Im a heavy sleeper too and actually slept through a tornado once but all the device going off was enough to wake me up.