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The If you can't control your TV or receiver with your Apple TV Remote resource your posting from is going to have the best Information regarding this issue.
Get help with your Siri Remote or Apple TV Remote
If you need help with volume or other features of Siri Remote or Apple TV Remote, you might need to program your Siri Remote or Apple TV Remote manually or make sure that HDMI-CEC is turned on.
Program your remote for volume
If volume control doesn’t work automatically, you can manually program your Siri Remote or Apple TV Remote:
1. On your Apple TV 4K or Apple TV HD, go to Settings > Remotes and Devices > Volume Control.
2. Select Learn New Device.
3. Follow the onscreen steps to program your Siri Remote or Apple TV Remote to control volume for your television or receiver.
Your Siri Remote or Apple TV Remote can control volume for either your television or your receiver, but can't control both simultaneously.
Make sure that HDMI-CEC is on
If some features don't work, check the following:
1. Make sure that your TV or receiver offers HDMI-CEC support. For help, ask the TV manufacturer or check the manual.
2. Check that HDMI-CEC is turned on in the menu of your TV or receiver. Use the remote that came with your equipment. Since manufacturers often have different names for HDMI-CEC, look for a setting that ends in "Link" or "Sync." Here are some examples:
LG: SimpLink
Philips: EasyLink
Samsung: Anynet+
Sharp: Aquos Link
Sony: BRAVIA Sync
You can also check out this article from Sony: BRAVIA Sync (HDMI-CEC) overview and troubleshooting information | Sony USA
The section, "Additional information and troubleshooting", has some great steps that may help. If this is still unresolved, you may need to reach out to your manufacturer.
Take care.