Changing Volume Without Waking Display Screen
You can do this with a remote connection to your computer from another computer or phone. Using a Terminal app from your phone, for example, you can remote in and then run a command like:

# Where 50 is a number from 0 to 100
osascript -e 'set volume output volume 50'


If you did this a lot you could create an alias in your .bashrc (or other shell profile file) for a shorter easier command.

I have a remote mouse app on my phone and it wakes up the screen, so you'd need a true remote control otherwise.