Can't save alarm, iPhone 4s
That's very strange. The only thing that I can think a bug in the version of iOS that your iPhone 4S is running. So try a software update and if iOS 8.4.1 doesn't solve your problem, then hopefully iOS 9 will when it comes out in a few weeks.

If you don't wish to update your iPhone now, you could try to backup your iPhone and all apps (make sure to check "Encrypt Backup") and then wipe your iPhone and restore the backup. This, however, is a lot more tedious than just updating it. 

So you should probably update it and go from there.