Scylez do you have discord btw? 
do you mean volume changes when loading between things like the menu and in game? or volume changes between when the game closes and opens?
And I don't unfortunately have a discord that's actively used at the moment, but maybe in the future I'll start it up and get more use out of it. However I do have a telegram group if you happen to be on telegram ^^
For example when i am in the game i am doing this:
1.Going in settings and changing volume;
2.Going in my safe and play (everythng is fine)
3.Going out of the safe(i often switch safes)
4.The volume settings are back to 10/10; 10/10.
Btw i found a bug. When you click an empty safe you start the game without a name, race, and settings.