Here is how you should have it wired:
Run a wire from L1 (on the motor starter) to one of the coil terminals.
Run another wire from L2 to one side of your FC relay, bring it back out the other side, go to one of your heater terminals (95 & 96). Come back out of the other heater terminal and go to the other terminal on the motor starter.
Bascially L1 goes straight to the coil, L2 makes a big loop through your FC, heaters, and back to the coil.
As for the siren power feed for the siren, I come in on L1 and L2, then go to the siren from T1 and T2.