Roku Device Features, Settings & Updates

Help configuring Roku device settings, using Roku OS features such as screen mirroring, adjusting display type and audio settings, using Guest Mode, and assistance with software updates.
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Level 7

Volume Control

Is there a Roku Streaming Device (I currently have a Streaming Stick +) that will, in the absence of being able to control the volume of the display device, control the volume of the HDMI output of the streaming device?

I'm connecting to a Benq projector. The Stick+ cannot control the volume (or power but I don't care about that) of the projector even though the projector has both speakers and an audio output. That is, the Stick+ remote control can't find the correct code. Okay, I get that, lots and lots of codes, can't have them all. But why not then control the audio level being fed out the HDMI output? The Stick+ doesn't. Is there a similar streaming device that does?