During the initial setup (Disk->Wizard) you have keeped the default "Don't touch my disks in any way" option checked. So Alt-F did not partition the disks itself and just used what it founds. i.e, the D-Link partition schema with one/two big areas/partitions (sda2/sdb2) and two small partitions for D-Link own usage.
That is where you made a mistake, you mixed the "drive" (the whole disk) with the "partition" (a disk area) concepts. As the Disk Partitioner on line help says (the blue (?) icon next the page title):
A hard disk can be seen as a numbered sequence of sectors, each one with 512 consecutive bytes.
A disk can be divided, for different purposes, in different zones, with each zone being called a partition.
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After partitioning a disk you have to create a filesystem in each partition; a filesystem is only a disk structure that enables you to access its contents, using directories and files.
A partition can be used for other purposes than having a filesystem, such being part of a RAID array, a swap area, a LVM component, etc. That's why each partition has associated with it a type, saying what purpose it has. The partition type does not avoid its usage for other purposes, it is only an indication for disk tool and operating system of what its contents might be; for the sake of data safety, disk tools should not modify partitions whose type they don't understand.
So, sda is the *whole* disk, sda1 is it first partition, sda2 the second partition, etc. A whole disk or a disk partition is a "device". A device can contain a filesystem, that manages your data, or be part of another device, such as a RAID device.
You are formatting the whole disks, sda and sdb (1397GB, so ~1.5TB), not only the small 1397MB areas that you referred previously (that would probably be called sda4/sdb4). All your previous filesystem and data on the RAID0 (and the RAID0 itself) was lost.
I hope that you have a backup, as there is nothing now that you can do to remedy that.