Auret,
Try pushing in the door light pin and see if the noise disappears.
If the noise goes away then you have a crossed wire somewhere.
The low brake fluid warning and the open door warning both go to the same light switch.
If you research on the forum messages, you will come across others who have come across the same problem and the engine runs on after turning the key off and leaving the door open.
Hope this helps,
Walter
1967 220SL-diesel