Could be a "Leave No Child Behind" alarm. When we were looking at buses at a Midwest Transit lot they told us we could start them up (but not drive them). I started a few. One of them, when I shut it off, had the horn alarm that you're describing. I walked away whistling
when I couldn't figure out how to shut it down.
A maintenance worker came by and fixed it, and explained to me that there's a switch or button in the back of the bus that you need to hit after you shut the bus off. This feature is to make sure the driver walks the length of the bus to make sure no kids have been left on the bus. I don't know the details or the process, but it could be the issue you're having.