Question on Fenix LD20 - H-H-H-SOS (problem)

...EDIT...

My mistake it was probably the batteries I used...

It might probably be due to high voltage of Alkaline batteries 1.5 vs 1.2v Nihm. It will probably show the other modes ones the battery sags. I will suggest getting a few eneloop AAs as they are cost effective and you'll get better runtime.