how to Set Up match AI vs AI ?

Some Interfaces have a way to set up bot matches, though, Alphazero certainly isn't an option

If you mean here, that's not possible.

How do you  setup bot vs bot

That's not an option here.

You can’t up engine vs. engine on chess.com, but you can watch engine vs. engine games here:

https://www.chess.com/computer-chess-championship

I believe there are games here 24/7

How does Gothamchess do AI vs AI videos on here then? must be some way to do it since hes done stockfish vs mittens, mittens vs mittens videos

He just pulls up another tab, one as white and one as black and inputs the move played on one tab to the other.

After that he just goes through the pgn

I set up and saved a bot vs bot match Chess prince champions bot vs Mittens they fought to a draw. I did it the long way copying the Ai's moves because I have chess prince via phone app.