Whenever I switch between my computer’s headphone connector or line out connector, the volume shortcuts on my keyboard stop working. The only way to change the volume is by using the volume indicator on the panel. Pressing any volume shortcut key brings up the volume pop-up, but has no effect on the actual volume. The only way I can fix it is by logging out then logging back in.
i have the same problem, i think. for some time now, i have no volume from the computer speakers until i plug in and remove headphones. then sound plays out of the laptop speakers. but i can't control the volume with the keyboard shortcuts, only with the indicator on the panel. the same as your experience, when i use the volume keys the pop-up window appears and the bar moves according to whether i'm making it louder, quieter or muting, but the actual volume doesn't change at all.
i tried resetting the keys through the Keyboard Shortcuts panel, but this hasn't made any difference.