Volume keys not working in apple tv remote

The volume keys operates the volume on the TV or receiver directly, via IR. That means you will need line-of-sight to the IR receptor for this function. Verify that there are no obstructions.

For many devices, the volume control signals will be understood automatically. If that doesn’t work in your situation, then you can ‘learn’ this device to the remote, in Settings﹥Remotes and Devices﹥Volume Control﹥Learn New Device.