is the alarm supplying the correct voltages on both locking feed lines ?
for example - if when armed the alarm supplies +12v then pump turns itself off til auto shut off (air pressure) but continues to supply that voltage on the lock line
however when the alarm unlocks it still supplies +12v down both the pump won't know wether to lock/unlock therefore do nothing at all
pulling the fuse disconnects the voltage reseting it so might explain why it works once after
i would disconnect the locking side of the alarm and test the central locking works good on its own (#5 rule) if it works 5 times it's good when i do it
then with a multimeter test the alarm's wires you are using to see what they really do when on/off etc for a few times, might explain what's happening once you know what does what and when