According to the manual, alarm should be armed by pressing LOCK button on the remote key and turn signals should flash to confirm that – the signals don’t flash anymore, any ideas what can be wrong?
Check your manual and see if you may have accidently put it in “valet” mode so the alarm is not engaged automatically by the lock button, I once did that by pushing the wrong sequence of buttons on my (after-market) alarm.
I’ll try that, thank you for the suggestion! 
Appeared that front hood wasn’t completely locked … even though there were no indication of that, when locked the front hood, the problem went away.