iPhone remote

if you control your volume via IR, you can't do it from the remote app

if you control you volume via HDMI, you use... and I know it makes no sense... the volume buttons on the side of your phone.

 

That is because aTV 4 does not support HDMI-CEC and hence can not control TV's volume via HDMI.
You need aTV 4K for that.
Your only option is to use IR control. Either that of Siri Remote or that of TV itself / AVR (if CEC supported) / Universal (Harmony et al).

 

It has only one HDMI port but you don’t need a 4K TV to use it. It will adapt to display’s capabilities. That’s another feature of HDMI - EDID. It allows the signal source and sink negotiate their capabilities.

 

False, the aTV 4 does support HDMI-CEC.

IF HDMI control doesn't work, the problem is that your television isn't listening for it.
and changing to a aTV 4k won't fix that.

You may need to enable HDMI-CEC in your television's settings
different manufacturers call it different things (LG=simplnet, Samsung=Anynet+)
check here for full list - https://en.wikipedia.org/wiki/Consumer_Electronics_Control
info from apple on this - https://support.apple.com/en-us/HT205225

side arrows?
which settings are you in? app on phone, settings on aTV? be very specific how you got there.

also you mention the "select icon", I'm not sure what you're talking about.

if you have the older apple remote with the circle buttons, either silver or white in color, then you might not have an aTV4 or 4k, the remote that comes with the 4 & 4k is black
(the silver and white will still control a 4/4k but you don't have volume controls or Siri)

 

My bad. I must have confused it with the previous aTV 3.
CEC needs to be enabled also on tvOS: