Do you have tv code programmed to the tv device on the directv remote? The volume keys won't work at all without one. Once there's a tv code, and a partially working Yamaha code programmed to av1 or av2 device, to get the volume:

1. av1 or av2
2. press and hold MUTE & SELECT for two blinks, release
3. enter 9 9 3
4. press SELECT