Share your experience!
Hope someone can help with this problem.
When I play music on Spotify, and I recieve either an sms, or a push notification,
Spotify stops playing and doesn't just fade out as it usually does. But stops completely and I have to press the play button again to start again.
And, second problem is also related to Spotify; when listening to a song, and I press the volume button, the music pauses! 
This is so extremely annoying, I hope someone can give me some help!
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That sounds odd. I have never experienced this while using Spotify or another music player. Do you experience the same issue when using the WALKMAN application?
I've heard that this issue can be caused by an application (radio, music player etc.). If you experience the same thing in WALKMAN, I suggest that you boot your phone into safe mode and try to play a song via WALKMAN to see if you experience the same behaviour:
http://talk.sonymobile.com/t5/FAQ/How-to-boot-your-phone-into-safe-mode/m-p/348008
You could also make sure that you have the latest update for Spotify.
Haven't really used WALKMAN, but can you use Spotify in Walkman?
No that's not possible. If you have any songs stored on your internal storage/SD-card you should try to play them in WALKMAN to see if you experience the same behaviour from here.
Otherwise, I suggest that you take a look at the apps that you have downloaded since my guess is that the issue is related to a third party app.