I don’t think you can do that directly in HA, at least I couldn’t find how.
zwave_js_set would do only one and not both (ring and light, for example).
This is what I have on my HA with zwavejs2mqtt:
siren_outside:
turn_on:
service: mqtt.publish
data:
topic: zwave/_CLIENTS/ZWAVE_GATEWAY-zwavejs2mqtt/api/sendCommand/set
payload: "{\"args\":[{\"nodeId\":15,\"commandClass\":135},\"set\",[[{\"indicatorId\":13,\"propertyId\":1,\"value\":100},{\"indicatorId\":13,\"propertyId\":9,\"value\":10},{\"indicatorId\":13,\"propertyId\":7,\"value\":180}]]]}"
retain: false
turn_off:
service: mqtt.publish
data:
topic: zwave/_CLIENTS/ZWAVE_GATEWAY-zwavejs2mqtt/api/sendCommand/set
payload: "{\"args\":[{\"nodeId\":15,\"commandClass\":135},\"set\",[[{\"indicatorId\":13,\"propertyId\":1,\"value\":0},{\"indicatorId\":13,\"propertyId\":9,\"value\":0}]]]}"
retain: false
The siren turn on would use CommandClass 135 (Indicator) to get the red lights flashing, the siren ringing at volume 10 (and goes up to 100) and those 2 for 180 seconds or until I switch off.