Your car alarm may have a delay before it actually arms. It a safety feature to prevent tripping if one or more doors are not closed properly upon pressing the remote to arm.
It might be that the button is getting stuck in the pushed-in position, making the chimes continuously sound. Try taking apart the button and greasing it to keep it from...
You have to call, "Alexa! Stop alarm!", or "Alexa, alarm off!" This will turn the alarm off. If you can't say this, then just turn the sound all the way...