The Sonos app is a remote control for the Sonos system, not a music player.  it is completely irrelevant to Bluetooth mode.  In this mode the Move is just a dumb BT speaker like any other dumb BT speaker.  You would use the volume control in whichever app is playing the audio.

I understand that the Sonos app is a remote control for the Sonos system. I use it at home to manage the volume of individual speakers or to switch certain speakers on or off. Are you saying that there is no way of controlling the volume of the Move in the same way over Bluetooth as the Sonos app is only available to connect to Sonos speakers in a Wi-Fi environment?

When connected to the Move to your iPhone via bluetooth, volume control commands should be sent from the iPhone to Move via bluetooth.  So either there is an issue with your iOS or with the Zoom app your using.  There really isn’t a need for the Sonos app to be involved in volume control at that point.

I suspect that the issue is that Zoom is expecting a connection to a bluetooth device that is both speaker and mic, and the Move is just a speaker.  Or that the side volume button was sent to control the volume on your mic (I guess the phone’s internal mic) rather than speaker volume.  Maybe play with the settings in zoom?

You might want to do a little test with a standard audio only app, like itunes, spotify, youtube, etc and see if the side buttons will control the Move volume in those cases. I bet it will.

Does the Sonos Move have a microphone which can be used for a Zoom meeting instead of the iPhone’s microphone? If so, how can it be activated?

No.