Hi EBoMo and welcome to the MKZ Forum. Is your 2019 MKZ still within the 4 year/50,000 mile New Vehicle Warranty? If yes, call the Service Department at your Lincoln Dealership and make a service appointment to have it properly diagnosed and corrected.
If not still within warranty, there is not much that can be done for self-help. Check the fuses related to the heated and cooled seats. The fuse box locations and diagrams/lists are in the Owners Manual. Check the Index under "Fuses" for the correct pages in your copy. Inspect the under-seat wiring and connections for breaks, loose connections, burning etc.
Let us know how you make out and good luck.