The user manual of my 2006 E350 W211 only mentions the main battery in the trunk and the secondary battery in the engine compartment. But when I disconnect those two batteries (I do that every time I go away for a month or longer), the alarm kicks in. To get around the problem, I usually lock the other 3 doors with the dashboard switch, then the driver door with the compact key, before disconnecting the batteries.

So my question to the gurus here is, does the car have a third battery? If yes, where is it located?

My car has the Lojack theft recovery system, which has its own battery (even though I still haven't found out where they hid it), so I suspect the alarm system may be wired to that battery?