1) This feature is called Volume Punch Through, and both remotes have this capability. (Many universal remotes have VPT).

2) Neither is backlit.

The two remotes I suggested have an interface connector in the battery compartment, and some enthusiasts have catalogued the capabilities of the remotes. So I know that these remotes can control each of your devices without learning.

If you have the original remotes, and don't need to add any additional functions, then the URC WR7 may work for you. It is backlit and if it doesn't have a built in setup code for all of your components, it will be able to learn from your original remotes. It does have VPT.