Brian,
This gets curiouser and curiouser!!!
Using a KR15A, RR501, and SH10A, I get the same results you've reported, i.e., "Dings" and siren "Screech".
I've previously mentioned that the Standard X10 signals from the KR15A, differ slightly from other X10 transmitters, having 33 bits versus 32 bits for the other transmitters. Using an RFXCOM RF receiver (no RR501) and ignoring the extra bit, the signals resulting from pressing and holding the KR15A button are reported by Heyu (Linux software) as follows:
01/17 13:07:09 snda addr unit 4 : hu A4
01/17 13:07:09 snda func On : hc A
01/17 13:07:10 snda func Bright : hc A bright %06 -> Ding
01/17 13:07:10 snda func Dim : hc A dim %06 -> Dong !!!
01/17 13:07:11 snda func Bright : hc A bright %06 -> Ding
01/17 13:07:11 snda func Dim : hc A dim %06 -> Dong !!!
01/17 13:07:12 snda func Bright : hc A bright %06 -> Ding
01/17 13:07:13 rcva func Panic : hu C1 -> Mapped to C1
01/17 13:07:14 snda addr unit 4 : hu A4
01/17 13:07:15 snda func On : hc A
01/17 13:07:15 snda addr unit 4 : hu A4
01/17 13:07:16 snda func On : hc A
01/17 13:07:17 snda addr unit 4 : hu A4
01/17 13:07:17 snda func On : hc A -> 4-minute SH10A Screech starts
01/17 13:07:18 snda addr unit 4 : hu A4
01/17 13:07:18 snda func On : hc A
01/17 13:07:19 snda addr unit 4 : hu A4
01/17 13:07:19 snda func On : hc A -> Release button
01/17 13:07:30 rcva func Panic : hu C1 -> Another Panic signal 10-14 seconds after releasing button
The RR501 and TM751 evidently ignore the (33 bit) Dim signal transmitted by a KR15A !!!
Looking closer at the SH10A by itself, I've found that I can start it screeching by _rapidly_ sending a sequence of three "A4 On" commands from either Heyu or from an SC503 "MaxiController". The screeching will last for 4 minutes but can be terminated early with an Off signal or an AllUnitsOff signal.