[blackshark]

When I'm on the phone, I cannot get the hardware volume buttons to change the level I'm hearing. This issue is the same whether on handset, headset or bluetooth buds. Volume does work for things like (annoyingly) overriding custom alerts, and listening to audio books. So the buttons do work.

Is it a bug or a setting I've not discovered?

[blackshark]

Found the Solution.
If you go into the Settings/System/AboutPhone you will find Build number at the bottom. If you tap on that 7 times you will get developer status. A new menu item in the System menu (one level up) will pop up called Developer. In there you can override the max sound volume settings. Problem solved.