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Unless you use a key to turn off the siren prior to disconnecting the battery, most alarms go off when the battery is reconnected.

That battery light sounds alarming. Do you have a multimeter to measure the voltage across the battery terminals while you get someone else to rev the motor? If there is no change in voltage, the charging system is faulty, and you wouldn't be able to drive far, like >50km during the day before the battery is completely drained.

I'm fairly sure someone on here knows how to bypass the security lockout. If that's all your going to the Mazda Service Centre for, I'd say wait it out a little bit for someone to give you the info, rather than being charged through the nose for it.