Fake alarm flashing LED

I've wired a flashing fake alarm LED mounted in one of the button blanks in the dash.
The permanent live is from the radio and the other side to a switched live from the handbrake warning light.

When the ignition is switch on the flashing stops so that is okay, when the ignition is switched off it flashes so that's okay but when I remove the key from the ignition the flash stops which isn't okay obviously  Any idea as to which wire to splice for the switched side so that it continues to flash when the key is removed from the ignition? 

See
https://vwgolfmk1.org.uk/forum/index.php?page=topicview&id=technical%2Felectrics_2%2Fflashing-led-alarm-light

Sorry but don't get it. I've found a permanent live (on the radio/hifi plug behind the unit) so I was under the impression that I then needed to connect the other side (negative) of the LED to a switched live, is that not the case?

It works okay with the ignition on and okay with the ignition off it's when I remove the key it stops flashing.

Key out removes power. So you have it on a switched and not live feed. Find a wire that has 12V on it with the Key out.

A full time feed isn't the Radio.
It isn't the Brake light either off the e-brake.

Some old golfs and my 90 Radio had a live feed to it, and leaving it on makes for one dead car.  

Parking lights (marker) is a live wire key

Why would you want a Fake alarm light to work with the key in?  You want it to turn off when the Key is on.

I checked the connections when I had the key in so it worked correctly until I removed the key.
I've now connected it as per RJ's info and it's all good.

Cheers RJ 👊