my sele did what you've described quite a bit while i was putting off fixing it (and educating myself, which took a bit of time, ha ha). i'm confident that it was because the ignition was 'deliberately' being cut off due to a selespeed problem - it always occured when the sele pump did not kick in upon opening the driver door (on occasions when it should have.) actually, if i was expecting the pump to kick in and it didn't, putting the key in the ignition was a formality - it NEVER started.
as i'd established on here that my sele pump brushes were sticking/worn, i just closed driver door, gave the pump a tap with my 'weapon of choice' (a screwdriver!), opened door again and if i heard the pump kick in, voila, car started, selespeed fine. sometimes i had to repeat the process a couple of times but this technique ALWAYS worked.
i completely agree with the guys about relay and so on, but if you're going nowhere, why not locate the pump and give it a tap anyway? i must have done this about 20 times and every time drove off smiling to myself (and blessing the guys on the forum, lol.)
lots of fellow owners report the sele warning light coming on whilst driving but i never came across this ignition thing in any posts.....perhaps it depends on your alfa's personality?!
hope this helps,
as a point of interest, this ignition cut-off only began after we replaced the old (failing) battery - before that i would start and drive completely normally, then get the sele warning light, 'system downgrading to N until pressure restored' fiasco (definately the worse scenario, especially if approaching a junction at the time...
another example that the car needs a healthy battery to function properly?