I have been looking for a zigbee outdoor siren for a long time but there are hardly any options (if any). I recently bought a “SMaBiT (Bitron Video) AV2010 / 29A ZigBee” and managed to add support to it from zigbee2mqtt following the steps of https://www.zigbee2mqtt.io/how_tos/how_to_support_new_devices.html and through trial-error
https://github.com/samuprofe/zigbee2mqtt.io/blob/master/docs/devices/AV2010_29A.md
It is not yet supported by the official version (in the next version it will be), but it is supported by the EDGE version of zigbee2mqtt. The documentation is not yet in the official version but it can be seen here:
https://github.com/samuprofe/zigbee2mqtt.io/blob/master/docs/devices/AV2010_29A.md
It is an expensive but quality, outdoor and robust alarm, and that sounds very loud. It has several kind of beeps that we can sound when arming or disarming the alarm and, in addition, we can trigger it and stop it in our automations. It also has an anti-vandalism device and is communicated by zigbee.
When I have it mounted I will put a photo if it interests.
Regards.