@timixretroplays I don't supposed you remember if/how you fixed it?
I've now noticed it only works when the audio out is set to my AV amp, it works fine on other output. Plus it's only limited to the media keys that change the volume, play/pause/etc all work fine.
However if I press the mute button on the keyboard brings up the OSD (but changes nothing), clicking on the OSD to change the volume works! So it's not like the amp can't have it's volume changed!