Hello,
the style should be remembered for a song (it is playlist or in song index specific—meaning the same song in different playlists can be set to a different style). Are you saying when you open the song again it has not remembered gypsy jazz even though you have set it to this style previously?

The volumes should stay the same once set, so when you touch play, the volume you have set (even if muted) should be the volume as it plays.

You could backup one device, trash the app, download a fresh copy from the Play store, restore your backup and see if it still happens.
What devices are you using?
Is it just one song that does not remember the style or any song with any style?
Is it just gypsy jazz style that has the volume problem or any style?

Thanks.