Is it obligatory to investigate the presence of alcohol in sweets purchased from Western countries or countries where Muslims mix with others, such as Turkey, given that Christians sometimes add alcohol?

There is no harm in buying and consuming sweets to which alcohol has been added if it has completely transformed before its addition.

The mere addition of alcohol by some disbelievers is not enough to prohibit its purchase. The basic rule concerning foods is permissibility, so there is no need for investigation unless the addition of alcohol in an unlawful manner is prevalent in that particular country.