The engine control module has told you that something is wrong, now you have to connect a code reader to the car to find out what it knows. A simple generic code reader will give you some result, but there may be other stored information which can only be retrieved with the Jaguar WDS or IDS diagnostic systems.

I am not familiar with what could be causing the engine to keep running, perhaps someone else has had this experience. My approach is to fix what I know is wrong first before looking any further, and at least one of the control modules in your car has a diagnostic code stored which will start the process of troubleshooting.