Hi Clare,
Firstly, 21mpg is about right for a 2.0 Auto Estate running around locally. The 4 pot Omega is such that, on a long run, it's economy can be reasonable (late 30's) but locally, it's notoriously dire.
As a comparison for you...
1) My 2.0 Auto saloon, used to do 26mpg combined local and some A roads - on petrol. Locally, 21 mpg on gas is fine.
2) My current 3.2 MV6 on LPG, will do around 17/18mpg locally on LPG.
Are you certain there's a leak? I know I've not seen it, but I'm not convinced, yet, based on what you've posted. Smelling some stench agent around the filler isn't uncommon at all - and, there will be non return equipment on the filler/tank valve setup. Would be v surprised if you were losing gas from the tank, this way. I'd say more likely what you're smelling is, at worst, the remainder in the pipe between filler, and tank, rather than a leak from the tank.
The beep, and the "I'm outta gas" noise, could be that the gas ECU has seen some sort of fault, rather than it's just simply out of gas.
Is there a level gage on the tank valve? If so, what is this reading?
I don't "formally" work on LPG conversions, but I'll have a look at this one FOC for you, if you like, including the relevent software / live value checks

I wonder if it's perhaps a stuck solenod, giving the same symptom/warning as no gas..