Yeah, worth a shot. Can't explain why, but it sounds like the remote has experienced a failure for some reason. Most likely just coincidental to the power outage, since the remote has no connection at all to home power. Stranger things have happened...
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Here's what fixed mine volume controls not working on my ROKU remote. I used the TV's original remote to adjust the volume up and then tried the ROKU remote and it started working. Hope this helps someone else.
The volume stopped working on mine as well and here is what worked for me. Go to Settings/Remotes & devices/Remotes/Remote(in use)/Set up remote for TV control/TV power & volume can be controlled with your ROKU remote
It will then ask you "Is music playing?" Continue to answer yes until music stops then answer no.
I had the same problem with the volume control on my Roku Ultra. After setting up remote for TV control/TV power & volume the volume control started working again. However now when using the Roku power button, the TV is switched off, but the receiver remains on. The Roku does power on the TV and Receiver, just not off. This problem started after a Roku System Update on May 3rd.
I have a Roku 3 that does the same thing. The receiver does not go off immediately but it does eventually go off. I also have a Roku HD/4K/HDR streaming stick which is the one that the volume stopped working on. It is working fine now. If you find a way to turn off both your tv and receiver on your Ultra please let me know as it might work for my Roku 3. Thanks
This is happening to me too with my Roku Ultra (4660, 4661, 4662 series) . I do the Settings, Remotes and Devices, Remote (In Use), and Set Up for TV Control as well and it works, but the next day, I'll turn on my Ultra , the volume will work, then if I go into an app, it stops working. I repeat that process, but it doesn't work. I had to restart the system, then do all that again. What a P.I.A.!! The new update is the worst!