i own a Kangoo 1.5dci van and have in the last three years experienced almost all the possible problems with immobilisers. I tried all kinds of cheap fixes, but in the end there are no shortcuts.
1. Make sure your key is working properly. The ID chip inside can break its connections through use giving poor and un-planned results. Its expensive but having new keys stopped half the problems in an instant. I went to a proper auto electrician, not one working out the back of a van. (That was the first attempt. £100 to not fix the problem, and leave the key completely useless
2. If the immobiliser is a bit temperamental in getting out the way (red light next to stop light stays on) it may be the control relay which is the black block with the three lighter blocks next to the fuses. The relays are the source of lots of problems.
You can try to replace them (they aren't that dear c£20-30), but before you do, do yourself a favour and put some degreaser on an old toothbrush and clean out the sockets. Its incredible how much road dirt and
get it there. Clean the pins and reseat the relays. If there isn't enough current through poor contacts, the relay will buzz with the ignition on, and the immobiliser wont switch off.
So here it is after three years, five recoveries by the RAC, and it all comes down to dirty sockets. Who knows? Your problem might be a simple as that.