After I lock the doors on my '05 FEH with the key fob by pressing the lock button twice, I can still open the upper cargo door window from the outside. Sometimes the horn goes off and sometimes not. The passenger doors do lock properly as does the main cargo door. Anyone else had this experience?

Nope - sounds like you should take it back to the dealer to get that fixed. Mine stays locked - you can't open it until you unlock all doors (clicking the button twice)

That's NOT normal.

Keyfob should lock everything, incl. rear glass and liftgate.

Have it serviced. This should be a warranty item.