No great mystery here, pull the fuse out, if it is burned or blown replace it. If not put it back in.
pull the fuse for the alarm with is shown on your manual book under fuses
Begin by replacing the compliment fuses to relay. Fuses 85,86, and 30 should be replaced. If problems do mot subside have a diagnostic.
In the Car
fusess at compressor
The diagram for the fuse box should be in the fuse box or the cars manual. If it is not in either of these places the manufactures site should have one for download or a repair manual can be purchased with it in it.
Not all gas stations stock replacement fuses for a Jetta. Fuses are mostly universal for most vehicles, but the right amp of fuse must be put in to replace the burned out fuse. A person would have a better chance of finding replacement fuses for any vehicle at a truck stop.
Try AllData.com
WHEN YOU OPEN THE DRIVER SIDE DOOR THERE IS A PANEL. OPEN THE PANEL AND THERE ARE ALL YOUR FUSES
if the doors do not lock then one of the fuses is out!
the flasher fuse is in the fuse block look in your owners manual under fuses
Have you checked the fuses? The location of the fusebox will be listed in your owners manual. The manual should also have a diagram of the box - which fuses control what, etc. Then find the bad fuse and replace it.
You will need to check your manual first to find out if the fuses you want to replace are under the hood or under the dash inside the vehicle on the passenger side panel.