What I'd do is;
1. pull plug on relay assembly (behind left hand side panel) and check light goes out (I think it will). If it stays on you a short between the blue/white wire from relay assy to neutral light and ground. reconnect.
2. pull plug on ICU and check light stays on.
3. if both above check out you a short from the light blue wire that runs to neutral switch, ICU and relay assembly. Which is the most likely given the where the alarm will have been wired.
Hope that helps.
Ian