How can I deactivate all sounds and LEDs, except the alarm? When I'm sleeping, I don't want to be disturbed by anything except the alarm.
Priority Mode added in Android 5.0, allows you to 'snooze' alerts until you turn 'All' mode back on or for a set period of time. You can trigger it by touching either of the volume buttons.
In Android 5.1, you can set priority mode to be enabled until your next alarm, which means you can set it right before going to bed and when your alarm goes off it will be back to 'All' mode.
NB. This also applies to 'None' mode as well as 'Priority'
As for the LED's i don't think it is possible with stock android to turn them off just when in Priority mode. It might be possible using an app such as Lightflow Lite (Full) which allows you to configure the LED notifications for your device.
You can use an app, but you need root. First you need to root there are many useful link, you need to find instructions for your own device an useful site is link after that you need this link for xposed.
If you got lollipop 5.1 you need only the apk and this link, if you got non 64 bits you need the arm. Else you need arm64.
After that follow the instructions.
After the instructions you'll need this link for true silent mode.
Edit: if you don't want to root, then you can set the none mode to be enabled until your next alarm, this will disable your led.
Edit 2: you need to have an alarm set in the next 12 hours, so if it isn't there then this might be the reason.
You'll need to use the stock alarm app and Android 5.1/5.1.1 else it won't work.