In Configuration > Modules and Settings there is a checkbox called "Show Alarms"
This must be Checked. If unchecked the keypad LCD information and leds status wil go off after 30 seconds unless you log in again. This silly setting is only required for compliance to EN50131
Even though you do not use Comfigurator to program Comfort, you can use Comfigurator to find the Location of any setting
Go to Modules and Settings > Misc settings, select the item Show Alarms and see the location on the bottom left as in the screenshot
The location (42) = 1 means Location 42 should be set to 1
Locations Menu is Engineer Menu 7,4,1
Make sure the other misc settings are set according to your requirements as these will also affect the value of location 42