So Bluetooth volume control is a bit of a compound matter, and the device volume control doesn’t always (ever?) seem to want to talk to the peripheral. So this means you’re stuck with whatever the headphones shipped with or that the last other device set.
After i a bit of experimentation, i figured out how to change headphone-internal volume from my device.
(This should really be automated/appified, but i’m too lazy now)
Step 0
Be connected (obviously)
Step 1 find the mac address of the thing you want to configure
bluetoothctl devices
Step 2 call the VolumeUp method (repeatedly), after having substituted in the mac address to the command
dbus-send --print-reply --system --dest=org.bluez /org/bluez/hci0/dev_AA_BB_CC_DD_EE_FF org.bluez.MediaControl1.VolumeUp