Did you setup the operating parameters of Leakshield through its Settings?
Plus I think there's no alarm for the pressure value only. It has min/max settings around the Set Point though, so you may want to check that first. At the minimum level it should start pumping.
As for the alarm, it should only signal to high leak rate, or too much daily pump time, or too frequent pumping (this one is hard coded in the device, not software controllable).
Having the system at -400 mbar and below constantly isn't normally required, unless you have a high flow rate (200+ l/h). If you can pass the flow rate and the pump speed onto the Leakshield in its Settings, you could also use the adaptive pressure setting, and leave it to figure out the optimal values on its own. But that won't help the alarms, as those are triggered by the rate of change in pressure, not the absolute value of the pressure. This being said I also had the occasional alarm when the computer went to full load then back to idle. The coolant temperature and the system pressure can swing out a lot and sometimes that triggers an alarm. No need to worry about that. When there's an alarm at a steady state, only then you may want to investigate.