Convergence for a Bernoulli logit regression is weird

I tried to fit a mixed hermetical model using rstan version 2.26.22 (Stan version 2.26.1). The beta part convergence to a rational result, but the Bernoulli one seems convergence to a total irrational results. I used old stan one year ago, and at that time, the results seem to be rational.

The data generation looks like this:

 x<-matrix(NA,20,100)
  z<-matrix(NA,20,100)

  for (i in 1:20) {
    for (j in 1:100) {
      x[i,j]<-rnorm(1,7.5,1.5)
    }
  }


  for (i in 1:20) {
    for (j in 1:100) {
      z[i,j]<-rnorm(1,5,2)
    }
  }



  sigmab<-0.09164
  sigmam<-0.077
  b<-rnorm(20,0,sqrt(sigmab))
  m<-rnorm(20,0,sqrt(sigmam))


  function1 <- function(beta0,beta1){
    e=matrix(NA,20,100)
    mu=matrix(NA,20,100)
    for (i in 1:20) {
      for (j in 1:100) {
        e[i,j]=exp(beta0+x[i,j]*beta1+b[i])
        mu[i,j]=e[i,j]/(1+e[i,j])
      }
    }
    mu
  }
  mu<-function1(1.25,0.19)

  function2 <- function(alpha0,alpha1){
    e=matrix(NA,20,100)
    pi=matrix(NA,20,100)
    for (i in 1:20) {
      for (j in 1:100) {
        e[i,j]=exp(alpha0 + z[i,j]*alpha1 +m[i])
        pi[i,j]=e[i,j]/(1+e[i,j])
      }
    }
    pi
  }
  pi<-function2(2.16,-0.7162)

  w<-matrix(NA,20,100)

  for (i in 1:20) {
    for (j in 1:100) {
      w[i,j] <- rbinom(1,1,pi[i,j])
    }
  }


  ystar = matrix(NA,20,100)

  for (i in 1:20) {
    for (j in 1:100) {
      ystar[i,j] <- rbeta(1,mu[i,j]*42,42*(1-mu[i,j]))
    }
  }

  dim(ystar)

  y=ifelse(w==1,w,ystar)

  ###############################################{SAMPLE=1/10 y}

  samplex=c()
  sampley=c()
  samplez=c()
  for (i in 1:20) {
    samplei <- sample(1:100,10)
    sampley = c(sampley, y[i,samplei])
    samplex = c(samplex, x[i,samplei])
    samplez = c(samplez, z[i,samplei])
  }

  areasamp  <- rep(1:20, each =10)
  sampleratio <- data.frame(areasamp, samplex,sampley,samplez)
  sampleratio$samplex=sampleratio$samplex-mean(sampleratio$samplex)
  sampleratio$samplez=sampleratio$samplez-mean(sampleratio$samplez)

  databeta <- subset(sampleratio, sampley <1)
  sb_list_multi <- list(N = nrow(sampleratio),
                        W = ifelse(sampleratio$sampley == 1, 1, 0),
                        z = sampleratio$samplez,
                        County = as.numeric(as.factor(sampleratio$areasamp)))

The Stan file looks like this:

data{
  int<lower=0> N;
  vector[N] z;
  array[N] int<lower=0, upper=1> W;
  int County[N];
}
parameters{
  real<lower = 0> sigmam;
  real alpha0;
  real alpha1;
  real u[20];
}
transformed parameters{
  vector<lower=0, upper=1>[N] p;
  for(i in 1:N){
	p[i] =exp(alpha0 + alpha1*z[i] + u[County[i]])/(1 + exp(alpha0 + alpha1*z[i]+ u[County[i]])) 	;
  }
}
model{
  alpha0 ~ normal(0, 10000);
  alpha1 ~ normal(0, 10000);
  sigmam ~ cauchy(0, 10000);
  for(i in 1:N){
	W[i] ~ bernoulli(p[i]);
  }

  for(i in 1:20){
  u[i] ~ normal(0,sigmam);
  }
}

And the results look like this

         mean se_mean   sd    2.5%    25%    50%    75%  97.5% n_eff Rhat
sigmau   0.94    0.03 0.41    0.27   0.65   0.89   1.16   1.88   254 1.02
alpha0  -1.60    0.02 0.34   -2.34  -1.80  -1.56  -1.37  -1.03   427 1.01
alpha1  -0.70    0.01 0.14   -1.01  -0.79  -0.69  -0.60  -0.43   787 1.00

Where \alpha_0 should be positive and \sigma_m is way higher than setting