I have Kymar and use him in Arena and Sleep works as intended.

But one possible answer to your specific situation may be the case, when the target has debuff that do "tick" gamage (or whatever English term is used for that).

I think that debuff like poison, hp burn or bombs can be the cause of this.

But... When you start to think about that, things are not that clear as it seems. 

Those debuffs do their damage on the start of the affected enemy next turn, not at the end of their current turn, acording to description. So... this has to be when the Sleep expires and technicaly shouldn't affect the Sleep effect. 

I can't test it at the moment, as I said Kymar and his Sleep works for me, but I don't have someone to apply those debuff in Arena, so I can speek only from that point. 

Some shots, or better - video, can help here. 

I will run some tests with Seer to see if i can replicate this.

I started to pay attention to Kymar and can confirm that his Sleep works for me.

i can confirm bombs and poison wakes sleeping target.

all of those trigger 'at the beginning of turn' - question is about order of things.

from my observations (might be wrong) programming looks like this now:

- turn begins

- apply continuous heal / immortal / siphi passive (in general: +HP at the beginning of your turn)

- apply poison / bomb dmg / self burning

- check if sleeping - miss turn (previous step cancels sleeping status if true - at this point target is not sleeping anymore)

all they would need to do would be to promote sleeping check to be done first thing before anything else. champ would be marked as 'miss turn' and only AFTER getting that mark would suffer dmg from poison / bombs / own burn.

ally burning and spreading dmg to whole team would still wake sleeping champ due to 'not beginning of turn for sleeping champ and he/she gets dmg'