macOS Catalina + Mac Mini: How to (reliably) use external speaker + control volume with media keys?
I have had this problem before, especially since I use a Digital Audio Controller (DAC) connected to my Mac mini (2018), connected via USB.

To solve this, I used a piece of software called SoundSource, which supports "Super Volume Keys":


  Enables keyboard volume control for audio devices that do not natively support it.


As my DAC is just a controller, not an amplifier, it does not have native volume controls, and yet I'm able to control Mac's output volume thanks to this little trick.

It's a paid software ($35), but has so much more additional functionality you may like, I think it's worth it.



Despite my best efforts, I have not been able to solve this problem without resorting to purchasing a third-party software, but maybe you can use Feedback Assistant to send feedback to Apple about it?