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Update: used auto start this mornin and no light was on until I opened and shut the hood (maybe coincidence?). Light was on for an hour drive until I turned off the Yukon and started it with the key, now no security light.
Did you open the hood again to see if it turned on the light like last time?
At first thought, I would assume its the drivers door since its the one opened and closed the most. But to be sure, I would open and close each door a few times and check to see that the interior lights function as they're supposed to. Don't forget to check the cargo door also. It's not as easy as pushing the door pins because they're built into the door latches.