Hi kidjingo,
Thanks for coming to Apple Support Communities. We'd love to help with with this behavior you're experiencing on your iPhone 12 Pro Max. Congratulations on your new device. Rest assured, we're glad to help sort out any issues or questions you may have.
Let's ensure we understand exactly what's going on, starting with the first issue. Please let us know more about the sound you're hearing, and we'll help determine if it is expected behavior.
Does it occur when turning your display on, or is it only when turning it off and locking the screen? If you toggle the Ring/Silent switch to silent mode, does it still make the sound?
If so, this would be expected behavior. The following guide explains more about the option to place your device in silent mode:
How to put your iPhone on vibrate, ring, or silent mode
Regarding the second issue, please let us know exactly what you mean when you say that force pressing on the notification jumps the volume to Max. Is there a sound playing when this occurs, or do you see the volume level appear on-screen?
Is your iPhone set to adjust the volume of alerts with your buttons? You can check this option under Settings > Sounds & Haptics > Change with Buttons. Is it turned on?
If so, this guide explains what you can expect when it comes to the volume of alerts, and how to lock the volume for alerts:
Adjust the volume on iPhone
Have a great day!