Hello, I hope the following is of assistance.
There are a couple of common concerns that set the alarm off on the S-max while unattended.
The bonnet latch has an integral switch, this switch can have an intermittent open circuit, if the switch goes open circuit while the vehicle is locked the alarm will sound, you can by pass the switch by disconnecting it and putting a jumper wire between the 2 terminals of the connector, if this stops the alarm triggers then the bonnet latch needs replacing. Sometimes a faulty switch will cause a bonnet/hood open warning message in the dash when driving.
The S-max has a battery backed alarm horn, this is located behind the passenger front wheel arch liner, the horn has a problem with water getting into it, this causes a poor contact which the alarm system detects as a power interruption so sounds the alarm. Usually if the alarm horn is at fault you may find the wipers start to work by themselves as the alarm is on the same network as the wipers, you may also find an alarm service message appears at ignition on.
The only 100% certain way to check the cause of the alarm trigger is using Ford IDS, this checks the alarm history and displays the last 5 triggers of the alarm but if you want to do this then it means going to a dealer.
Start with by passing the bonnet switch, also try disconnecting the alarm horn, if the indicators are still flashing with this disconnected it means the alarm would still be sounding so the horn isn't the fault.
Check that the indicators flash when the car is double locked this way you know all the doors, bonnet and tailgate are registered as closed.
Let me know if I can assist further or if you have more questions regarding this and I'll reply as soon as I'm able to.