I have had led bulbs all round my interior for a couple of years now with no ill effects.
Check you've not got a wire trapped behind the lights when putting them back or if you've only recently changed the bulbs to led then you could also check they're not too long, causing a short between the terminals & or where any switches are, that they're fitted correctly and not causing any interior lights to stay on permanently. As vocky said, check the boot switch & also the one under the bonnet.
The alarm also has ultrasonics fitted too the interior of the vehicle, sometimes if I leave a window open or if I have to leave a living thing locked inside, the alarm will sound. Pushing the alarm button on the dash before you exit & lock up or iirc just one push on remote locking arms the alarm without ultrasonic sensors. Could try that to try & isolate where the problem lies?