Here's a little more detail on the above outline...
Create a singleton to store the slider values. This will allow the values to live through scene changes. To do that, create a new script (say,
Globals.gd) with your variables in it. For example:
var volume1 = 50 # set a reasonable default value
var volume2 = 50 # set a reasonable default value
Now, set the script to be an autoloaded singleton via the
Project | Project Settings | AutoLoad tab (select the new script and add it to the list).
With that, you can access the variables it contains from anywhere in your project simply by referencing the script and the variable. So, this, for example:
Globals.volume1 = 55 # change the global value to 55
So, you now have the ability to both read from and write to the variables in that script from where you need - and the values will not be impacted by a scene change.
Now, you just need to use them to solve your problem.
So, when the Options scene loads, just set the value of the sliders to the values stored in the singleton. Something like this (depending on your scene tree layout and node names):
$HSlider1.value = Globals.volume1
$HSlider2.value = Globals.volume2
That'll set the sliders to the current values when the scene loads
And, wherever you switch from the Options scene back to the MainMenu, you'll want to update the globally stored values right before you do the switch (because the User may have interactively changed them).
So, that'd look something like:
Globals.volume1 = $HSlider1.value
Globals.volume2 = $HSlider2.value
Hope that helps.