Now that I finally found out I can start a new game and not have my old one erased, I started a new Dead is Dead character. Wow, that game didn't last long. My fist play through I rushed the beginning being so excited to play Fallout 4. So this time I took my time, knowing there is never any "urgency" like the game tells you.
So I wondered around when the alarm went off. To my surprise, my Dead is Dead play through ended without me even getting to the Vault. I guess when they tell you to get to the Vault and its "that way" you better go.
Nice one Bethesda. Nice one.