CEC cannot travel on Optical.

I’m not familiar with your TV but most will allow their remote to send IR commands to an arbitrary A/V receiver. You may have accidentally chosen a model that SONOS cannot support. Since the model number is arbitrary, specify another model that is not nearby.

CEC isn’t an aspect of this situation, since the Sonos Ray only works off of an optical cable, which is one way only. For CEC to work, it needs to be a two way connection, specifically HDMI.

I’m not familiar with the Medion brand, but my guess is that, contrary to your putting your hand over the front of the remote, it’s still not set up to be IR. I’d be checking in the TV set’s manual on how to specify that. 

However, the confusing part is the light blinking on the Ray when you click on the plus button. Just to be sure, you’re clicking on the plus for volume, and not for channel, correct?

I’d definitely try a ‘reboot’ of the remote by removing its batteries for a couple of minutes, then reinserting them and trying setup again.

After that, I would try to call Sonos Support directly to discuss it.

When you speak directly to the phone folks, they have tools at their disposal that will allow them to give you advice specific to your Sonos system and network.

Thank you for the feedback so far, @Airgetlam yes I was clicking the plus for volume on my remote.
I found it strange as well that the Ray responded with a light when I clicked it.
I will try to ‘reset’ the remote and try again. Feedback will follow.

No success at the moment.

Based on what I can interpret from looking at the link you provided, that remote is definitely not set up for IR use. Voice commands is one of the key things. I suspect, asi suggested before, that you need to check the TV’s manual on how to turn on IR on the remote. Do not assume that because Sonos is blinking that it is receiving the necessary IR command. 

Seems like it’s a old/cheap tv resulting in an old/cheap remote.
I’ve tried again with the remote of my internet/tv provider (Orange) and this seems to work well; a bit a work-around as I need two remotes now but at least it’s working.
thank you everyone for the help