Please check if the tamper switch of the door/window contact sensor DWC-102 might be pressed when pairing with the hub. The sensor could be automatically grouped into 24-hour-zone. So, the alarm would be triggered regardless of mode status.
Try to delete the door/window contact sensor DWC-102 first, and then pair to the hub again. You should separate the transmitter and the magnet instead of pressing the tamper switch.