Did you use the latest code I posted? I just did a quick test again and everything functions as it should, including with SHM. After you set the alarm type, did you try it with the on/off buttons and did that work?
My Linear siren is model ZM1601US (comes in the GoControl kit…battery operated model (not AC model, which is Linear WA105DBZ-1, but both support the same configuration commands and function the same, per the instruction sheet).