This could be a defect in your Saphe, but there might be a quick fix for it:

If you have a Saphe One:

• Connect your Saphe One to your phone and press the blue button until you hear a single "beep", then release the button. It should now make a siren sound.

Are there still no sound, try this:

• Replace battery on your Saphe One or One+:
  Battery and battery change
  This should only be necessary if your Saphe:
  • Is more than 2 years old
  • It sometimes flashes red without sound
  • It is very slow to connect
  • Losing connection from time to time

If none of this solves the challenge then contact support