CEC is a "standard" protocol that allows devices to talk to each other over the HDMI cable. But it's notoriously flaky as every manufacturer has their own take on it & often call it different things.
I'd suggest going the the Bluetooth Remote setting of the Pro Box & changing it to control the Pro Box's volume rather than the TV's. Then see if the volume control behaves as expected, you'll see a volume bar at the top of the screen. If that works OK you know that the buttons are good & you need to look at the CEC element.
Firstly connect the Pro Box directly to the TV, change the remote back to TV Control & re-pair it:
- Press the Home and 9 buttons at the same time
- Hold down the buttons until the LED around the BT icon flashes purple three times
