Custom Alarm tone in 5.1
This worked for my 5.0:


Stored the files in the Alarms folder (don't think this will be necessary)
Go to file with ES Explorer (or other file explorer)
Play the file with the built in media player of ES 
Tap on settings
Set as ringtone and choose Alarm
Go to Clock > Alarms and use your new music file as wake up alarm


Probably there is a option (just once/always) for choosing a ringtone in the Alarm menu. I think, I clicked on always by accident. (clearing cache/setting did not worked out) But this will be a pretty simple work around ;)