I know the Treo had some call recording apps (which due to legal issues might be the toughest thing on your list to accomplish), though I don't have any personal experience with them. Which means maybe their newer phones have such apps too -- or maybe you could just get an old unlocked Treo from eBay. I'm not sure if they do the "alarm goes off even when powered off" thing, but I'm curious as to your reason for that: do you just want some "quiet time" for sleep wherein you can't receive text messages or calls? If so, any phone will work -- just put it in airplane mode. No calls, no texts, no data, but the alarm will still go off.
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