Finally some progress,

As an enclosure that is compatible with Neo-Scandinavian interior design (aka IKEA), I gutted a cheap FM radio set that has a nice bamboo front panel, and enough depth to fit one or more Pico's or Raspis. On the video you can see the enclosure opened with the orginal PCB. The breadboard has a Raspberry Pi Pico that does three things:

1. Using CircuitPython, it plays the sound of a klaxon (stored in an MP3 file)
2. the generated PWM audio signal is then passed to an audio amplifier
   (see https://learn.adafruit.com/mp3-playback-rp2040 )
3. a small OLED display is used to show an alert message

I tried several amplifiers and ended up with a PAM8302A breakout board from Adafruit, as it gave me the loudest sound at acceptable distortion, and matches well the 2W , 8 Ohm speaker that came with the FM radio enclosure. 

Well, is this overkill? The input is 3.3V PWM, the output from this amplifier is 5V PWM, so probably something much simpler would have worked, but ... I don't care at rhis moment.