can you hear it tryin to lock? could be that it has tried to lock, but cant lock (door partially open maybe?
i know on mine it will often lock, but not deadlock unless i open/shut the drivers door. mostly happens if i only open the passenger door to get summit out and leave the drivers door
andy will check all doors but im sure they all lock is there a relay or fuse specifically for the alarm lights,when i done test all fine and the relays on the alarm mod in footwell were clicking