Found this thread looking to change alpha values in general for violin plots, it seems you need to access matplotlib.PolyColections from your ax to even be able to set the alpha values, but since you need to access them anyways, you might as well set alpha values individually (at least in your case since you want individual alpha values).
From my understanding, ax.collections contain both matplotlib.PolyCollections and matplotlib.PathCollections, you only need the PolyCollections, so I did the following and it seems to work:
ax = sns.violinplot(x = 'day', y = 'total_bill', data = tips, color = 'r')
for violin, alpha in zip(ax.collections[::2], [0.8,0.6,0.4,0.2]):
violin.set_alpha(alpha)
ax.collections[::2] ignores PathCollections, as ax.collections comes in format of [PolyCollection1, PathCollection1, PolyCollection2, PathCollection2, ...]
Output: