During the PostX 0.4.2 development I made scripts, which enabled the user to control the volume of multiple sound devices with the same key press. The end result is that you can adjust the volume of Bluetooth headset, HDMI audio source or a standard volume output with the same keys.
These scripts are written with Bash and you should have pulseaudio, pulseaudio-utils and xfce4-notifyd installed in order to use these. I also recommend that you install xbindkeys so that you can easily map your keys.
Here is a snippet from my my .xbindkeysrc file: