These alarms work via small switches that physically detect whether the door is open or shut and also whether the door is locked or unlocked. It's a school-bus thing as that's what a lot of Coaster were used as and it's designed to alert the driver if any of his or her charges decide it'd be fun to open the rear door on the way to school.

Clearly, the door and its lock are not giving the bus the message that the door is shut and locked, so the first thing to check would be the little switches that control this message. You'll usually find them inside the door jamb where they're activated when the door is shut on them. But the rear of a vehicle is where dust tends to be drawn and settles, so the switches can sometimes fill up with dust at which point electrical contact is lost and the alarm doesn't know where it is.

You can buy a product in a spray-can called electrical contact cleaner. A quick spray of this along with cycling the switches manually a few times (with your finger or a chopstick or whatever) can sometimes restore normal operation. If not, you could be looking at a broken wire or some other kind of electrical problem in the dashboard or anywhere else along the wiring loom's path. But a quick fiddle with the relevant switch is a good first shot.