What do you mean by the sound of alexa? If you mean timers/alarms that volume is set separately. Otherwise alexa should be at the same volume as the music. so if you are playing music at full blast and you ask alexa a question --she will respond in full blast. You can say alexa lower or volume 3 etc. Like your tv if it is on full blast on one channel it will be full blast on any channel you switch it to.
If that is not your issue then contact the alexa team within the alexa app so they can troubleshoot