Um.. make me a bargain on your problem child? LOL.

Okay.. yes they need to fix things if it's not holding air.. the TPM has rubber seals.. wonder if "by chance" one was damaged causing your slow leak. As far as the light on the dash.. Unless your tire shop was able to "clone" the ID of the replaced module.. well bad news.. its a trip to the dealer to tap into the main brain of the car to set it to recognize the "ID" of the new module. A little dish soap/water at the valve stem will let you know if its leaking there real fast..and then if you have put it in a spray bottle use it around the wheel - tire to check the seal.

Keep us updated...