The way that I worked around this is...
As you all may or may not know, my roms are built with the stock rom. So netcf 2.0 is installed and I leave that in. Then I install netcf3.5 with user customization.
Volume buttons work, and so does everything else. I haven't had time to see if which netcf2.0 file the htcvolume.dll needs, but when I find it I will post it. That is my mission for sunday...