If the hazard lights don't flash when locking the car presumably the red LED in the windscreen isn't flashing either. This usually means that, given all the doors, bonnet and tailgate are properly closed, one or more of the microswitches on the lock mechanism isn't being operated when the doors, bonnet or tailgate is shut.
As I understand it, these switches have a dual function. They tell the ECU that the door is closed and they also control the marker lights in the edge of the door.
The result of the switch not operating when the door is closed is that the marker light stays on and it's almost impossible to see that it is still on. This of course will drain the battery. I don't know if these lights are also fed from fuse 15 though.
If the switches are giving trouble there is a good guide on how to sort them out.
https://www.volvoforums.org.uk/showthread.php?t=276166
I added a little self-adhesive aluminium tape to the surface that operates the microswitch and have had no further problems to date.
Hope this is of some help
Martin
1998 V70 Tdi Auto 227,000 miles