Update:
Third party IR remotes like oneforall can control Roku (not streaming stick) including volume.
Model needs to have full number keypad or learning mode. Community posts already document codes needed to set up volume controls, or can turn off roku and WiFi direct type remotes will fall back to IR mode to allow you to use IR learning feature with 3rd party remote.
I have set up OFA 7935 and it all works for Roku except mute. (Volume control setup by learning mode is fiddly and needs several attempts but does work for streambar).
Voice remote pro is also an option but not yet available in UK.
Still would like express models to be able to control TV volume using HDMI cec type features or just internally.
Not a Roku employee