I experienced a number of similar problems with the alarm system on my Dynamique+ 1.4 from Day 1. Numerous trips to the local dealership proved useless - I was given many possible solutions or causes of the fault, and they tried on 3 occasions to reset the alarm system. I was later told my the Renault alarm engineer that there is *no* way of resetting the alarms on the latest Clios.
Sent a letter off to Renault UK, and about 3 weeks later I had a brand new alarm fitted. No problems since then.
In short, there are known problems with the Clio alarms. See if youre able to disable the interior ultrasonics it by doing the turn the ignition on and off, on and off (I think 3 times?) and then lock the car within 10 seconds. If you hear a series of beeps, then the sensors are disabled. Then try locking the car with the window open and wave your hand through - if the alarm goes off, then its buggered and needs replacing. Cobra (the alarm manufacturers) admitted defeat once I told Renault this.
Good luck, and dont give up.