Alarm help needed please

I can’t quite work out how to set and use the alarm (Sigma) and/or the central locking when inside the van. 

If I try to lock the doors from inside using the key fob, and then set the alarm by using the key fob, the alarm goes off.   The only way I can lock the doors using the central locking is to open and close the doors first. Otherwise the central locking button doesn’t work. If I do the doors then lock it using the central locking, I can hear it ‘clunk’ and the red light on the button comes on. But when I’ve got up this morning the red light on the button is off, and the little round alarm light is flashing 6 times. 

I’m definitely locked in, as someone has tried the doors from the outside, so that’s okay, and I can wild camp.   But any help would be gratefully received as I can’t understand the handbook or the alarm notes. 

Many thanks
Sally

Paulmold wrote:I'm surprised that you have a Sigma alarm because my Sussex has a Cobra. Seeing as Sussex were only supplied by Marquis, I would have assumed they would all have same alarm. I don't set my alarm when inside, just use central locking button on dash (the red light does go off after a couple of minutes). 
Pressing my fob automatically sets alarm , same as from outside, and the procedure to isolate the internal sensors on a Cobra is too much of a faff.

Hi Paul - many years ago my parents said I was a disappointment and an idiot.  I can only agree as the alarm is indeed a Cobra, I have no idea where sigma came from.  

Thanks for the prompt comments from both of you, it’s helped put my mind at ease.