You were correct, I was wrong kian,please accept my apology
It is NOT your siren hardware, nor is it SHM Delay, or Lock Manager. It is Smart Home Monitor
I was running some tests, on my SHM Delay App, attempting to verify what occurred when the siren DTH did not have the built in Beep command. In one series of tests I allowed the Entry Delay to expire and all went as defined. Then I tried again. My Siren beeped at 2 seconds into the entry delay as required, I allowed the entry delay to expire and cause an intrusion alert. I received a phone notification, but no siren. Not only was there no siren, my lighting commands were not executed. After clearing the alarm in the phone app, everything worked as defined.
In my opinion this is a(nother) major flaw with Smart Home Monitor and I plan reporting it to Support. Please do the same.
Update:
reported to support
[SmartThings Support] Support request #465494: Smart Home Monitor does not execute commands when an intrusion alarm is not cleared in the Phone App and a second intrusion occurs