On Apple TV I can not switch the sound and turn off the TV. I used to switch from the Apple TV remote, but now it does not work.
Select TVs can go to standby mode too, when a connected HDMI device (such as Apple TV) is set to standby/sleep, through CEC functionality on both these devices. Devices will have an on|off setting for this. Verify those settings.
For Apple TV: Settings﹥Remotes and Devices﹥Control TVs and Receivers﹥On.
For TVs and other equipment: see their manuals.
Reversely, when Apple TV is woken from sleep mode, that in turn can wake the connected TV, also through CEC.
Select TV remotes (and universal remotes) can be used for (most functions on) Apple TV. Use other remotes to control Apple TV - Apple Support.
For volume control, please review: If the volume buttons on your Apple TV remote stop working - Apple Support. Try the restart of just the remote.
I can't adjust the volume on my phone either.
The volume control through the software remote supports AV receivers that have support for volume control signals from other devices through CEC. In all other setups with built-in or wired speaker connections, you will need to use a physical remote with IR transmitter to send volume control signals directly to the TV or audio system. Smart phones do not have an IR transmitter.