I don't have such panic button. My remote has 2 buttons only - lock and unlock. If the alarm goes on I need to press one the two buttons. Or only the unlock, not sure anymore. But sorry for not testing again ...

@ mini-zoom, what relays do you mean? There is an 2nd fuse box in the engine compartment, next to the battery. It's a relay steering module (or how it's in english). But there are 5 regular fuses (15A) and a large 40A orange fuse for the air pump.
Or underneath the 'main' fuse box there are two relays: the black one is for the keyless remote and the yellow is for the brake lamp.

Again for the fuse #9, if your interior light is on then the fuse is ok. Maybe you try to replace fuse #26 (20A) this one is for the central locking system.

If nothing helps ... well, sorry to say but see a diagnostician to check the circuit.