Warning lights always on.

I had to be recovered to home today. The first sign of trouble was that the fob would not operate, then the alarm went off and would not reset. I noticed that the injection pump was buzzing and the oil, battery and handbrake warning lights were on even with the key removed. The immobiliser light is flashing and the engine is dead. I removed the plug from the back or the alarm horn to get a bit of quiet. The only way to put the warning lights out is to disconnect the battery.
There is a relay on the back end of the engine bay fuse box that I have not yet identified that energises as soon as the battery is re-connected.
If anyone can throw some light on this problem I would be very grateful.

When multiple circuits fail its usually a blown fusible link or an iffy common earth connection.
The relay is the timer relay for your glow plugs.

I have not yet had time to check all the fuses but I'd expect things not to work with a blown fuse, rather than stay on continuously. I have completely disconnected the ignition switch but the warning lights remain on.

It's the fusible links that should be checked not just fuses as they are on the switched side of the circuit. Presume u have a 300 series therefore you will need a functioning fob to unset the alarm and also remobilise your engine, what set the alarm off, unlocking with the key with the alarm still set?

First thing seemed to be the fob did not open the doors so I pressed the lock button that usually just flashes the indicator lights but the alarm went off. I then tried all sorts of things including a new battery in the fob, resetting with the key entering the 4 digit code as per the handbook, and every other thing I could think of. I called Britannia Rescue who sent a mechanic but he was out of his depth. The pump buzzing and lights on were intermittent at first but rapidly became permanent. At one point I was even able to start the engine but then I couldn't even do that. Now the pump buzzes, the oil battery and brake warning lights are on whenever the battery is connected and the immobiliser light flashes, all this even with the ignition switch disconnected. A real puzzle!!