So I’ve searched the forums and googled and nothing is working. I have a new TCL Roku TV (6 Series) and one of the newer Apple TV’s (not the 4K the one before that w Siri remote) on my older tv the Apple TV automatically paired and controlled everything. On the new one I can’t get it to control the volume. I have tried the learn device function 3 times. The tcl Roku remote that came with my tv (voice remote maybe Bluetooth not sure?) didn’t work as I held the volume buttons. So I tried my TiVo LUX remote (which is already programmed to control the tv) the volume meters fill up and says successfully paired but the Apple TV remote still won’t do the volume. I did see on google that my TiVo remote was in RF mode so it can’t learn that. I switched it to IR mode and again said successfully learned but it still doesn’t work. Any ideas??
I had the same issue for over a year, and I feel your pain. But I FINALLY figured it out today. It's insane, but the ROKU remote that comes with the TV WILL NOT work when trying to have the Apple TV "learn" it. Hence, you need to use a UNIVERSAL REMOTE to do it. I have a Harmony Ultimate. I already had it since I have different functions/activities and didn't want a few remotes lying around. You don't need to get something this expensive (it was like $2-300, I think.). Get the least expensive one you can. The point is that the universal remote accepts the codes for the Roku remote, and then you use the UNIVERSAL REMOTE to program the "volume function" in the Apple TV settings. I've attached screenshots, but here are the steps:
1) In "settings" on the Apple TV home screen, choose "REMOTES AND DEVICES."
scroll down to the bottom and under "HOME THEATER CONTROL," choose "Volume Control."
2) Once in the next screen, choose "Learn new Device."
3) Now, here's where you use the UNIVERSAL REMOTE controller to advance in the setup. But make sure you have the remote ready and in the TCL TV mode. And remember, you are doing this THROUGH the Apple TV screen above, and NOT in the settings for the TCL/Roku TV,
4) Follow the instructions and press/hold Volume up til compete, then Volume down.
5) Name the device whatever you want. I called it Apple remote. Then make sure you CHOOSE "Apple remote via IR"
and your Volume should work when using the Apple TV remote.
I hope this helps!