Your problem is with All Purpose Compute or with Delta Live Tables ? 

For DLT in order to have it working with volumes, you must do two things in DLT Settings.

1 - Destination should point to `Unity Catalog`
2 - Channel must be set on `Preview`  (in the bottom of the page ) 

For All Purpose Cluster i didn't used policies, but i was able to load init scripts from volumes. 
Your All Purpose Cluster must have the AccessMode = `Shared`.