Hi.  Can you confirm what command you are using to control the volume?  Have you tried ‘Alexa, softer or louder’?

As a test can you also try ‘Alexa, mute’ 

Here is the SVC syntax…

https://support.sonos.com/en-us/article/list-of-voice-requests-for-sonos-voice-control

Here is the basic Alexa syntax…

https://www.amazon.com/Sonos-Inc/dp/B072ML3N6K

Here is the basic Google syntax…

https://support.google.com/assistant/answer/7539710

I have used Google, alexa and sonos voice control. I have tried every phrase I can think of. It will turn on and off but won't turn the volume up or down.

Hi. On which Sonos device(s) is this happening?

Sono 1 gen 2

Maybe try this …goto the Amazon Alexa App and remove the Sonos Skill. Wait approx. 30 seconds and then add the skill back, let it rescan for devices and see if that perhaps sorts it with Alexa commands like..

• Alexa, set the volume on (Sonos One Room Name) to 5
• Alexa, set the volume to 2 (when talking to the Alexa on the speaker)
• Alexa, turn up the volume
• Alexa, reduce the volume on (Sonos One Room Name)

…(just as examples)…

Whilst doing the commands monitor the volume slider bar in the Sonos App.

If it still fails to work, check the Amazon Alexa App device list and ensure you do not have anything with the same name as your speaker in the device list and that there are no ‘duplicate’ (same name) entries for the speaker linked to Sonos.

HTH