This is somewhat late to the original post (about three years almost) but for anybody else experiencing the same problem, as I did tonight, check the fuse governing the central locking itself: it may not be a fault with the Cobra alarm, though it may seem so at first glance.
My 1999 Isuzu Trooper started this today and I was all for tearing my few remaining hairs out till it occurred that the alarm was behaving exactly as it should: give the fuse a pull or a tweak anything, it may just be your salvation.
Stuartb, February 2011