I used to fit alarms and stuff. I would expect the immobiliser to cut the fuel pump and the starter motor. The normal place to get these would be under the steering column for the starter. The fat red/black is the wire, you'll probably find it's got some black wires connected to it and these will run off to the immobiliser, wherever it is. From there you'll be able to hunt down the fuel pump cut. I used to do this in the drivers side sill. The wire is yellow and red IIRC.
It sounds to me like you have a relay problem.
Gavin
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