I'm not an electrical tech but had installed an aftermarket keyless entry on my 95 E320 wagon. I was able to get the keyless entry to work but could not get it hooked in with my alarm. I gave up and hired someone to help me wire it to the alarm as well as added blinking lights with arm and disarm. Now works fine.
A couple of things I have noticed and the tech brought up. On my car, if you use the key switch to lock then hold it in the lock position, the windows and sunroof will close. The tech believes that the signal being sent from the aftermarket control unit is long enough that the factory alarm thinks you are holding the keyswitch to close the windows. Thus the sunroof will close.
Also, when I unlock with the keless entry, then lock and unlock again within 5-10 seconds, all of the windows will roll down halfway. No explanation but likely due to the longer signal being sent to the factory alarm again. Strangely it only happens when you unlock, lock, and lock within 5-10 seconds. Otherwise it works fine. Actually, sort of convenient on hot days to cool down the car.
Sorry, can't help you much more than with my own experiences.