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Hello Roku, I'm following up here because the response time ran out on the email you sent me, asking me to review your help with this problem. After our correspondence you decided my remote was faulty and you sent me a new one.
I have been using the new remote for five days now and so far everything is perfect. Just for kicks, I paired the faulty remote to the Roku Ultra in our bedroom. It paired just fine, I heard the music then the music stopped and everything worked including the volume control. Later that night when my wife went to watch tv, you guessed it, no volume control. I do believe you were correct diagnosing it as a faulty remote. If you would like, I would be happy to send this remote back to you for evaluation.
Here is my recommendation for everyone having this intermittent problem. While holding your cell phone with the camera in selfie mode, point your Roku remote at your phone and work the volume buttons. You should see the infrared light on your phone if it is working. If it is not working, you won't see any lights. Try this when your remote fails to work your tv volume. You can also try this with any infrared remote.
So I hope everyone eventually gets their problems taken care of. I've been using Roku Ultra's for a long time and I really believe they are the best streaming device out there. So thank you Roku for replacing my remote and hopefully ending my intermittent problem.