Are your interior lights working correctly? inc. the boot, you could try checking the door and boot pin switches. Try turning the interior sensors off when you get out of the car as it has been known for tiny spiders and the like to get under the covers of the movement sensors (this is the case on w202s) and set the alarm off. Failling all this my next move would be to replace the alarm siren as when the car gets older the back-up battery in the siren fails, this is a very cmmon fault when i bought my new one it was about £55-60.
the pse is in the o/s boot area low down (beneath the plastic trim) encased in foam. always worth checking for any sign of moisture in this area and check plugs etc for any corrosion.
definitely try locking with the interior motion and tow away sensors turned off (by pressing switch on dash) to see if this helps. personally i would read the fault codes first, but hey....................
You will have a diagnostic socket, on a 202 c class it is under the bonnet, in front of the passenger side of the windscreen. Not 100% sure on a SLK the exact position but most MB's are in this position but some i have been told are in the cabin somewhere.
that obd reader will not do pse codes, i believe they only deal with engine management codes.
did you actually remove the pse unit in the place i described? this needs to be inspected carefully for damp and corrosion at plugs - the boot area itself may not show any signs of damp but the pse modules are very prone, on the 170, to water ingress.. also try locking without sensors, also as described.
If it is plugged into the MB diagnostic tool it gives you the ability to interogate the alarm system itself and it will tell you why the alarm system was triggered, i don,t believe you will get the this functionality with any other code reader.
My alarm went off a couple of times the other night for no apparent reason.
A couple of days later I found a small spider which I caught and evicted and the alarm hasn't gone off since!
A nice non technical answer for you...