This is from Spotify. "Thanks for raising this on the Community!
Due to updates on iOS, Spotify users no longer can use their iPhone's volume controls to change the volume on connected speakers. Instead, please use the volume slider in the device menu.
We'll be here if you need anything else."
There are now millions of Spotify connect users locked out from changing the volume using the iphone volume buttons. Unfortunately this problem is unlikely to be resolved as this is not a bug, but a deliberate restriction implemented by apple. I now have to use airplay to connect to my receiver if I wish to still have use of my iphone volume buttons and this is a pity as it makes changing songs quite laggy compared to how quick spotify connect functions. My phone battery also drains quicker.