You can use key moves (the 994 command) to override punch through for specific devices. There are also some complex built in rules, which I don't remember for when punch through disables itself, so you may need to experiment.

I think you can set punch through for TV, and it will work for the sat and vcr, and will automatically be disabled for the aud. That leaves only CDto be fixed.

You can then do two (or three if including MUTE) key moves to make the CD use the AUD vol control:

Long-Press-of-P 9 9 4 AUD Vol+ CD Vol+
etc.