CAr stereo not working after battery jump

It is a warning light that in some cars needs to be reset, it is cause by a short detected in the system notifying you that maybe someone try to jump something in the car, when changing the battery a light short normally happens and being this about

I would check the battery first by measuring the voltage using an ohmmeter then inspect the battery cables terminal for corrosions. this will cause your Van to not to start

you mentioned new alternator and battery, but it seem that the alternator is not charging, when you install the new battery the car started and run and after hours of running specially if head light is on the car shuts down. this is an indication that the alternator is not charging. (factory defect) have it checked or return part to auto supply.
if alternator is good and you have the car jumped and run it will not shut down even if your battery is dead because the charge of the alternator is enough to power the electrical system of the car until you turn it off. this applies to all cars

could be fuse or maybe starter has failed....

Your alternator is not charging the battery. Remove it and have it tested at your local parts store. Fully charge the battery with a charger. If the alternator tests good, reinstall it and start the car. Check the voltage at the battery and also at the alternator on the big charge wire terminal. Report the voltages here for additional troubleshooting steps.

I have a 2001 mazada tribute and had the same problem, replace the lower head gaskets.

you have blown the OBC Unit by jumping the car.Have it checked before you change it.

is your mazda auto or stick vehical well not start in gear if it is automatice check shifter cable if stick shift forks might be stuck

There is certainly a short somewhere. Most dealers will not take the time to find a short, they are in the business of selling parts. I would find a local mechanic that has a electrical specialist on staff to find the problem for you.

Yes, You need a New Battery.