@hamil.cooper To confirm if Sentry mode is active, lock your car and step away from it, pull up your Tesla app on your phone and check to see if you have an option to View Live Camera. It will be at the top similar to below: If Sentry mode is not enabled, you won't see this option. Either way, you can also scroll down on the app and tap on Security and Drivers to enable or disable Sentry Mode.
Earlier you stated that you got an alert when trying to open the car. This will occur regardless of Sentry Mode being enabled or not. There will be a message on the main screen instructing you to tap the key card or use your phone - again, this occurs regardless of Sentry Mode being enabled or not. Sentry Mode just means that the car is ready to record, and will record, if it senses activity nearby.
"Sleep Mode" is what the car does automatically when you lock it and walk away from it and the phone key is then out of range. If your car senses you (your phone key) near by you may hear a click or two as it wakes up.