So I have an issue where the Alert volume keeps going to 0 whenever I reboot. I prefer to have the sounds on, but they won't stay on when I leave Ubuntu MATE. Is there a way to force this to stay at full volume every time? The normal sound isn't effected, it's just the Alert sounds.
I don't think it's a coincidence that you have a problem with the alert volume, and you also have a problem with button icons (Button Icons don't go away after disabling them). They have one thing in common: Both use GSettings (and thus Dconf) to store the preferences.
Do:
df
...and see if you have any storage devices which have either zero free space or close to zero. If you have less than about 128KB of free storage space somewhere, it's close to zero in my book.
Also, I've seen on odd occasions, the DConf database will get owned by root, and thus your own user can't modify it anymore. Try:
sudo chown -R $(whoami): ~/.config
Try those out, then try to change both settings again. I hope it works.
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So I've checked the storage for devices, none of them are close to 0.
Filesystem Size Used Avail Use% Mounted on
tmpfs 1.6G 2.1M 1.6G 1% /run
/dev/nvme0n1p2 117G 68G 44G 62% /
tmpfs 7.8G 126M 7.7G 2% /dev/shm
tmpfs 5.0M 4.0K 5.0M 1% /run/lock
tmpfs 7.8G 0 7.8G 0% /run/qemu
/dev/nvme0n1p1 240M 77M 163M 33% /boot/efi
tmpfs 1.6G 168K 1.6G 1% /run/user/1000
Does sudo chown -R $(whoami): ~/.config apply to all the files and directories inside them?
EDIT: I've ran the chown command on the directory and rebooted, I still have the same issues. 
If you run...
mate-volume-control
...from the terminal, adjust the alert volume level, and then close the volume control window, do any errors, warnings or messages appear on the terminal? If so, what do they say?