Is it ethical to apply to be a conference volunteer (with a registration fee waiver) if I have a fellowship?
Volunteering is often a lot of work, so it is generally quite reasonable to see the coverage of costs to be not a scholarship, but as compensation for the many hours of labor that you will be putting in as a volunteer.  It is for this reason that many conferences waive the registration fee for their organizers as well.  As such, I think there is no ethical concern about getting a waived registration in return for volunteering.  I would, however, find it ethically problematic to apply for a scholarship (which some conferences offer) when you could be covered by your fellowship.