I am unable to control the volume of my Beovision Horizon TV with the Apple TV4 remote. Searched the internet and something came up like HDMI CEC control to be set on the TV.
You need to access the menu for controlling the Apple TV in the ATV menu to configure the remote.
My remote periodically loses control (normally when an ATV update is required or has recently been installed) and I find a reboot of the APV puts it right.
Also, the HDMI does need to be set to on via the Horizon.