Two of his uncles, Charles and Isaac (Ikey) emigrated to Griqualand West to join the early diamond mining industry there, and Max's father, a teacher, and his family persuaded him to follow their example in 1891.
After the Second Boer War, he returned to Vryburg, where he farmed and continued to grow his mercantile career; he served as mayor of the town (1919–20) after being elected to the city council in 1912.
During the 1918 Spanish flu pandemic, he contributed money to the Vryburg Hospital to buy equipment, for which he was later compensated unexpectedly, and built a soup kitchen in which he and his wife both worked.
Concerned about the takeover of the Nazi Party in Germany and its persecution of his co-religionists in Central Europe, Sonnenberg campaigned heavily to resettle several thousand German Jews in South Africa in the 1930s.
A staunch Zionist, Sonnenberg actively raised money to support those living in Mandatory Palestine and later Israel, and he founded the club and community center Rosecourt for Jewish youth in the suburb of Gardens, Cape Town.
His autobiography, The Way I Saw It, was published posthumously in Cape Town in 1957, and contains lively passages on Sonnenberg's early career in Rhodesia and Bechuanaland (now Botswana), and includes information about his relationship with political leaders such as J.