Volume control sometimes works, sometimes not. If it does not work, a notification is shown on Kodi that it does not work. I captured this case in the logs, but I am not sure if you can see anything on Yatse side or if that is a Kodi problem?
After some browsing through old cases, I think I got an idea what could be the problem: Kodi volume cannot be changed when audio pass-through to the AVR is enabled, right? Makes sense, when the DD/DTS/… stream is passed to the receiver directly, there is no way to change the volume of the stream outside of the AVR.
Ah OK. That explains a lot. I had CEC enabled in the past, but disabled it, because it often re-enabled my TV after I shut it off. That is why volume control worked in the past. And now it works for music, but not for movies/series, because they are mostly DD/DTS.