I have this exact setup on two systems (well with Playbars, not Rays). Both remotes control the volume without issue.

First, program the TiVo remote to control your TV volume.

Next, teach the Ray your TiVo remote (or TV remote, same IR signals at this point).

Finally put the ATV remote into IR mode and teach it the same codes.

I have a Harmony and the regular tv/set-top box remotes. The Harmony seems to “remember” whether it’s turned my system on or off : if it turned the system off , and the tv remote is used too turn it back on, the Harmony appears to not work. I have to block the ir beam, go through the “turn on” sequence, and then it works fine for volume, change program, etc. 

In general, cable boxes, AppleTV, ROKU, etc. can be programmed to control Volume on an A/V system. During the box setup there will be an option to specify the model to be controlled. The SONOS soundbar is then trained for those codes. The choice of model is arbitrary — just don’t pick a model that is nearby. Specify the same model for all of the boxes. 

So I got it programmed to work with TiVo remote. Volume up down mute all work. But when I go and add ATV remote, the ATV remote will control Volume up down and mute but the TiVo remote no longer will. It’s like it kicks the TiVo remote off.  And then I can add TiVo remote back on but then the ATV remote is kicked off. I can only seem to have one or the other “active” And while it’s not that hard to add one back in its kind of a pain and some people married to me don’t like it and can’t deal.

If the “boxes” are all programmed to control the same arbitrary A/V system, you only need to train the SONOS once.

More info: regardless of which remote is “active” for the Ray, both the TiVo and ATV remotes move the volume slider on the actual tv screen but that has no effect on volume of Ray. Only the “active” one makes the light on front of Ray blink and adjusts sound. TV is set to play audio only through audio system (Ray) and it even says Audio System next to vol bar on tv screen. And I can get one or the other to work correctly so it works just it only remembers one remote at a time. 
 

Hoping that makes sense. So if I disconnect Ray completely both TiVo and ATV remotes work to control sound on the TV. When I connect Ray with optical and change tv to audio system output, only one of the remotes will control volume on the Ray.

How are you connecting RAY to the TV? Are you using the optical cable or are you using an HDMI-ARC adaptor to optical converter?

Optical

“when I go and add ATV remote” - what do you mean “add”? Sounds like whatever you are doing here trashes the original configuration.

You don’t Add it, you tell it to be in IR mode and you teach it from the TiVo remote.

i am going in to Sonos app and adding it as a remote, which does seem to trash previous. ATV remote is in IR mode. Not sure what you mean by “teach it from TiVo remote”

You must ask each remote to pretend that it is controlling the same A/V unit as the other remotes have been programmed for. Go to each box’s setup and program it to control the Volume for model XYZ. Then go to the SONOS setup and train it to use the Volume commands from XYZ.