"now the waveform and brightness buttons change the sound. Nevertheless I tried several setups to find the right sound but unfortunately it seems that this kind of "alarm sound" is always present" - phaxalotl
So your Waveform and Brightness knobs are adjusting the timbre (the tone or character of the sound - harshness or smoothness), but you are saying that it still sounds too harsh?
On my Etherwave with the Brightness set fully counterclockwise and the Waveform set at 9 o'clock the tone is very mellow with very few harmonics. I should note that my Etherwave has been modified and I don't know if my settings will be the same, but if yours is working correctly you should be able to find a smooth sound with some combination of those two knobs.
Even having only two adjustments to play with can give you a lot of combinations (infinite number, actually), and with theremins the knobs don't necessarily work like traditional tone controls. The extremes of smooth to bright sounds won't necessarily be found at the ends of the knob ranges - sometimes they are found with odd combinations of knob settings.
If you were to post a recording like you did previously but with a description here to give some idea of how it sounds with the Waveform and Brightness knobs at various settings we could probably tell you if those controls are working correctly. For example, set Brightness fully CCW and then play continuously as you slowly sweep the Waveform knob from fully CCW to fully CW. Then set Brightness to mid-range and repeat playing while slowly sweeping the Waveform knob CCW to CW. Finally, repeat with the Brightness at full CW.
If this is your first exposure to the Etherwave theremin and you haven't played any others, it's possible that there is nothing wrong with the theremin but you were simply expecting a better sound. It's not unusual for people to feel that the stock Etherwave sounds too harsh. Let's first make sure your theremin isn't broken and then we can talk about options to improve the sound if you want.
Glad to hear that you're getting a better tuning range though. Temperature, humidity, and just the passage of time can cause the Etherwave's tuning to change. I just pulled my Etherwave out of its case and set it up to find that it is quite out of tune. I have to set my Pitch knob almost fully CCW to get the zero-beat to occur at the correct hand position. That's pretty normal with seasonal changes here in the midwestern US.