I note that Saturday is Shabbes but the other days are similar to German which are based on Norse mythology -- one could easily see this being a problem and that a choice to use the Hebrew words for the days have been made. Is it possible that alternate words for days of the week exist or at one time were used?
The short answer is that Yiddish is a Germanic language, just one with a significant Hebrew/Aramaic adstrate. Despite many Hebrew borrowings, the majority of Yiddish vocabulary is Germanic, and in fact fairly similar to modern German (since they both derive in large part from Old High German). That's where it got these weekday names from.
The weekdays are not actually named after Germanic gods, but after the planets (*); the idea of a seven-day cycle was developed by Babylonian astronomers/astrologers, and spread from them to the Egyptians, Greeks, Romans, etc, and eventually to the various Germanic and Celtic peoples in Europe. The Babylonians named the planets after their gods, and approximate equivalents were found in each culture that borrowed them. This is why the titan Kronos/Saturn gets a day, but the major god Poseidon/Neptune doesn't: Kronos was the closest equivalent the Greeks could find for the Babylonian god Ninurta. Likewise, that's why we have "Saturday" as an outlier among a bunch of Germanic names: they couldn't find any Germanic equivalent for that one, so they just used the Roman name "Saturn".
But as far as I'm aware, nobody except the Babylonians considered these day names religious; they were just a convenient method of measuring time. Many Romance languages have replaced the name of Sunday with some equivalent of "The Lord's Day", and as mentioned Yiddish replaced Saturday with Shabbath, but in general these names weren't seen as pagan: there was nothing wrong with calling it "Venus's day" (or "Friday"), because "Venus" was just the widely-used name of a planet in the night sky. (Similarly, I don't think religious authorities ever objected to alchemists calling a particular type of metal "mercury".)
(*) Specifically the seven classical "planets": the sun, the moon, Mercury, Venus, Mars, Jupiter, and Saturn.
Is it possible that alternate words for days of the week exist or at one time were used?
No. The Jewish custom of using foreign names for parts of the calendar dates back far beyond the earliest traces of Yiddish as a language. About the names of the months, which are are even more connected to idol worship than the names of the days of the week (one could excuse those due to astronomical nomenclature), the Jerusalem Talmud (R.H. 6a:2) states:
.דא"ר חנינה שמות חדשים עלו בידם מבבל
As Rabbi Chanina said, "The names of the months they brought in their hands from Babylonia"
In fact, I've heard that the month names being based on idol worship, serve to remind us that we are in exile. Likewise the weekday names. There was therefore no reason to adopt non-German names for any of the weekdays other than the sabbath, the latter having an explicit commandment of remembrance.
According to Surface Languages, the Yiddish name for Wednesday is Mitvokh, which follows the German Mittwock: mid week. I think the early Christian missionaries were not comfortable with naming a day after Wotan: the English, OTOH, kept wōdnesdæg. I'm not sure when Jewish people first settled in Germany, but the Germanic gods would have been dead and buried by then. I expect that the Jewish settlers would have done what immigrants usually do: just accept the local language without troubling themselves what the words "really" meant. Most immigrants have enough problems without that.