When you wake up before your alarm, Lark may still be in powersave mode. In that case, it won’t be connected to your iOS device. To get your sleep data, wake the Lark up by plugging it back into the dock, then "slide" to shut off the alarm. It will then reconnect to your iOS device and immediately upload your sleep data. (You need to be inside of the LARK UP app for the data to upload). In the rare case your Lark runs out of battery during the night, your sleep data will be lost.
Tip: If you wake up before your alarm, plug in Lark into the dock to wake it up, and wait for Bluetooth to reestablish a connection before turning off your alarm. No more annoying message!