2016 Jeep Compass won't start but all the lights are working

The security, antitheft or lock picture/icon is a visual indication that something in the car's antitheft system is failing. In most GM cars and trucks there is a hidden system that most people are unaware even exists. From the moment you put your key in the ignition, there begins a constant line of communication between your key's security chip or transponder, to the ignition's lock cylinder, and then to the car's TDM (Theft Deterrent Module). These 3 parts are in CONSTANT communication. If the key is in the ignition, then these parts are sending signals to each other. The security light illuminates when that signal gets broken, even just for a second. When the signal breaks, the car misinterprets this as an attempt at theft and goes into antitheft mode. The car thinks its being stolen or hotwired because it is not getting that signal from YOUR specific key. This is why the security light turns on and shuts down your vehicle. This link explains it pretty well.
http://www.diy-gm-security.com/

Have you put a code reader in to help you detect the problem.? I know this sounds silly, but does the horn work? Check the manual for battery relay.

PUT KEY IN THE IGNITION SWITCH.TURN TO THE ON POSITION WITH ENGINE OFF FOR 10 MINUTES.WATCH SECURITY LIGHT.WHEN SECURITY LIGHT DISAPPEAR.TURN OFF IGNITION FOR 5 SECONDS THEN START THE ENGINE.HAVE VECHICLE SCANNEN BECAUSE POSSIBLE CAUSE TO YOUR PROBLEM IS THE KEY OR KEYS WORN. YOU HAVE FAULTY IGNITION SWITCH OR BCM. THE DEALERSHIP HAS TO CHECK IT OUT.THE 10 MINUTE TRICK WILL WORK FOR SHORT TIME.IT WILL GET WHERE 10 MINUTE TRICK WONT WORK.WHEN SECURITY LIGHT ON NOT SAFE TO DRIVE VECHICLE.BECAUSE THE SECURITY THEFT MODE WILL SHUT DOWN YOUR CAR. DISABLE FUEL PUMP.

TRY REPROGRAM KEY .PUT KEY IN IGNITION SWITCH TURN IGNITION SWITCH ON POSITION 20 SECONDS DONT START ENGINE WAIT 20 SECONDS TURN OFF SWITCH THEN TURN SWITCH BACK ON 20 SECONDS WATCH THE THEFT SECURITY LIGHT BLINKING.WHEN THEFT STOP BLINKING VECHICLE WILL CRANK.IF LIGHT STILL BLINKING.TRY FEW MORE TIMES KEY IN SWITCH ON POSITION FOR 20 SECONDS.MAKE SURE YOU HAVE THE CORRECT CAR KEYS IN SWITCH IF NOT WRONG SET OF CAR KEYS WILL SET OFF THEFT SECURITY SYSTEM.IF KEY RESETTING TRICK DONT WORK.CHECK BATTERY POWER MAKE SURE YOUR BATTERY HAS 12.5 VOLTS AND CHECK SECURITY THEFT FUSE.IF ALL LOOKS GOOD YOUR SECURITY HAS TO BE CHECKED OUT AT THE DEALERSHIP.

YOU CAN TURN OFF SECURITY LIGHT BY PUTTING KEY IN THE IGNITION SWITCH.TURN IGNITION TO ON POSITION,WITH ENGINE OFF.LEAVE KEY IN THE SWITCH IN ON POSITION FOR 10 MINUTES UNTIL SECURITY LIGHT TURN OFF.IF IT DOES.TURN OFF IGNITION SWITCH.WAIT 5 SECONDS THEN TRY CRANKING CAR.IF THIS DONT WORK TRY ANOTHER KEY DO THE 10 MINUTES SWITCH TRICK.IF STILL THE SECURITY LIGHT DONT TURN OFF YOUR THEFT SECURITY SYSTEM IN FAULT THE DEALERSHIP HAS TO FIX AND REPROGRAM NEW KEY IN SWITCH OR BCM CONTROL MODULE..