Volume popup
The volume popup is selected/dismissed by the "V" key. Volume controls here only work for those games which "understand", in particular the EGS games.
The line to alter is controlled by PageUp/PageDown or arrow up/arrow down and the settings changes by the "+" and "-" keys (just like threshold setting) and by the Left/Right arrow keys.
If an Alpha Theta session is being run, the volume popup looks like this: