Good morning...
First of all, the 'alphabet toolbar' is only available if you set your view to "Category" view instead of "Panes".
The whole "artist" reverting to "album" thing doesn't sound right at all, so let's try and figure out what's going on...
When you say it reverts to album, do you mean that the pane you added is still there, but is now an album pane, not the artist pane you set it as?
Or do you mean that the pane you added is no longer there?
If it is the former, that's really strange and we'll need to screenshots of the 'customise view' settings to try and fully understand what's happening.
If it's the latter, the only thing I can think of at the moment is that you must be making the view changes on a client MC connected to a server MC... Is that the case?
If it is, then you need to make your view changes on the server MC, then restart your client MC to get the updated view from the server.
-marko