[fergusd]

Car (assuming already paired):
As soon as the car is started i.e. at the start of any journey my Z10 music player is immediately engaged at full volume and the heard volume is adequately managed by the car's volume controls. If I want YouTube or a radio station or audiobook I have to override music player with the desired app but volume management is identical.
I recount this only because I'd be interested in others' experiences AND I have read other posters describing the exact converse: the car immediately engages at full volume and heard volume is managed using the phone controls. I guess it depends on the car??
But I do wish it would start at Last-Listened-To rather than the music player default .. ..
Earphones (assuming already paired):
Here, my experience is all of different, difficult and unpleasant! Whatever I do to the phone or the device's volume controls the heard volume is too loud and very intrusive. Not quite pain threshold but most definitely uncomfortable.
Cure, at least using music player: go to Equaliser and choose Voice Lower. Can't say why or how this works (for me, anywsy) - particularly when most of the settings seem to achieve no discernible alteration at all in the heard experience, in volume or tone or intensity. But once this set the lowest volume is comfortable and at the kind of level one would expect. In fact most of the time I listen at two or three bars rather than an ear splitting one bar.

Via my  BlackBerry Z10 ultraphone

[XcrazyS]

@fergusd,
Try Volume Control from BBW.