If I'm not mistaken, multiplexing works differently than it did on the 9910 extender I used with my prior remote, although I could be misinterpreting what I see since I didn't use multiplexing with it, and it's been a few years since I did any jp1 changes on that remote. I think in that case I actually got extra device buttons listed on the general tab of IR. That would seem to be a more intuitive approach to multiplexing, at least with regard to what I'm trying to accomplish. It has me curious about the pro's and con's of the 2 different approaches to device multiplexing. But ultimately I'll be happy either way as long as I can accomplish punch through.
You are mistaken as to what you are seeing. With the 9910 you were seeing a phantom device, which is different than multiplexing. Phantom devices are much preferable to multiplexing because phantom devices can have their own set of keymoves and their own set of HT values (V_Phantom, C_Phantom, P_Phantom....).
Phantom devices are possible if the array that holds the setup codes is bigger than the number of device buttons and if the error checking in the original remote doesn't stop you from using that additional array space. Most remotes don't have this feature.
Multiplexing on the other hand just changes the setup code for a device on the fly.
What I would like to do is have all other devices punch through volume controls to the shift-Aud receiver. How can that be done?
If you want true punch through to a device, it really needs to be a real device, not a phantom device.
I'm not an audiophile, so I don't really understand your equipment setup, but if I'm right, the MP3 device doesn't have its own volume controls and uses punch the receiver to control the volume. If that is true, and if the 3033 extender works the way that most extenders do. I'd set up keymoves on the AUD volume keys that use the receiver setup code. Then have all your other devices use the V_AUD to get your punch through to the receiver.