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Check and make sure fuse 7 (5 amp) in the trunk fuse panel is o.k. as this powers the alarm siren.If this fuse is o.k. and with what was occuring before the horn was replaced this sounds like a fault with the PSE control module itself internally as this controls the alarm siren itself.I have seen this fail before requiring replacement.
My info isn't showing how this is tested.Usually this is tested electronically with a dealers sds machine as it walks the technician through the diagosis for the alarm horn fault.The new PSE has to be coded to the vehicle using a dealers SDS machine after it is installed.In the link below you will see the location of it on your model here.Coding can generally take around a half hour to an hour to do in some cases.