You can disarm the alarm at either door (just unlock it with the master key - square head). I'm not sure why yours didn't work with the drivers side. It should also work on the rear hatch or trunk on the sedan.
Yeah, I made the mistake of locking the car and then going to check a filter. When I lifted the hood, I sure got an earful
Does it stumble when you crank? How long are you letting it glow? I'd definitely give it a 15-20 seconds beyond the glow plug light going off (it'll go until the relay audibly clicks off). But, yeah, make sure the glow plugs are working. I've gotten my car started without glowing and with air in the lines, it's not pretty. It should stumble a few times before starting to fire, and then idle pretty erratically for a little while.
If you do get it started, crack the injector lines (at the injector), one at a time. Fuel should spurt out, tighten, move on to the next. This will help get the air out.
Good luck!