I have the same Activity set up for my Harmony One. (First, I believe you mean "Devices," not "Components.") You appear to have some of your buttons customized wrong for the Apple TV Activity, since you said other Activities work fine, like Watch TV, etc. Within the Harmony software, go to the Activities (NOT Devices) tab, choose Watch Apple TV (or whatever you have named this activity), and then choose Customize Buttons. Then click the Standard Buttons tab, and then go down the whole list (of dropdown menus) to assign, re-assign, or confirm that all the proper Commands are assigned to all the proper Devices. For example, to correct your volume control issue, choose your Receiver to control the volume up and down Commands, etc. If this is done correctly, you won't have to go to Devices (for the receiver) any more on your remote to control the volume. It will all be controlled within the remote's Activity function, as you've requested. It has to work, since your other Activites are finding your receiver properly. If not, then Logitech's Harmony support has been helpful to me in the past, assuming you're still in warranty, etc. I hope this helps. Good luck!
You´re right; I mean Devices. The reason I called it Components, is because on the display it is translated into Norwegian, and the Norwegian word is Komponenter.
Now to the main issue: I followed your "menu". Problems is now solved !!!! Everything works perfect. So thank you very much. You made my day :-)))
I'm so happy that your problem has been resolved! I have loved the Harmony remote for years, although the software is in great need of simplifying, updating, etc. But in the end, I (and my wife, even more) find it quite an essential tool to navigate through the typical maze of "components!" (Thanks for clarifying the translation, by the way!)
I appreciated your kind words as well. Take care and Enjoy!