Use Alexa to control TV volume via Harmony Activity
To make this work, you MUST configure your A/V devices in Harmony to stay on when switching activities. This is because Harmony only supports 1 single entertainment activity being active at any given time, and IFTTT only supports Harmony activities as Actions. Then create a new activity using whatever devices you want, but select to leave inputs unchanged (e.g., you want to use the same command to handle volume for blu-ray and for your STB). Name your new activity "volume up" and edit the start sequence to have your A/V sound device's "volume up" button. Create a new "volume up" sequence step for each increment you'd like (I use 3) and any delay needed associated with your particular system. For the Trigger phrase, I use "volume up", and the associated activity as the Action. Set the names however you'd like, and then use the same recipe as the basis for "volume down". N.B. This type of configuration can also be used to change channels, just set up an IFTTT recipe and Harmony Activity for each channel you'd like. Note that you'll get a lot of clutter of activities on your remote's screen :P.