Elaborating on what pH7_jp1 wrote - Default, initial setup in the extender is
Phantom1 SET_TRANS_KEYS;SET_VOL_KEYS;SET_CHAN_KEYS;SET_MENU_KEYS;SET_PIP_KEYS;SET_OTHER_KEYS;SET_LCD
VCR DEV_VCR;Phantom1
CBL DEV_CBL;Phantom1
and so on for other devices (different stuff for HT button) equivalent to the unextended remote.
Under the above default setting, volume is NOT punched through to receiver. It belongs to the device that calls Phantom1.
To punch through to the receiver try this:
Remove Set-Vol-Keys from phantom1
Change (or modify your) device macros to reference the receiver
VCR phantom1; Dev_Aud; Set_Vol_Keys; ... other jobs
CBL phantom1; Dev_Aud; Set_Vol_Keys; ... other jobs
CD phantom1; Dev_SomeOtherReceiver; Set_vol_Keys; phantom 1 ...
and so on for other devices.
I use a separate phantom for that: shift-Phantom1 is Dev_Aud;Set_vol-Keys;Dev_Cancel, and call shift-Phantom1 on several device keys.
If you don't want transport keys on some devices, work out a similar scenario on another Phantom key, remove transports from Phantom1, add that new Phantom or just the Set command to specific device macros. BTW, this part is quite well written up in the extender readme file, if you ever read it
Edit: if you do add Dev_Aud to the common Phantom1, you will need Dev_Cancel right after setting the volume keysets.