Given that you say that "Celluloid" - "Celluloid (formerly GNOME MPV) is a simple GTK+ frontend for mpv" - can open and play all your media, my best suggestion is that you use Celluloid instead of VLC
Although I haven't had issues with VLC, there was the following discussion topic about 3 years ago (in 2022) that showed that some people were having issues with VLC (namely, sometimes the sound was playing correctly but a black screen was showing instead of the video image):
I understand. I've found now a very similar discussion topic, from the year 2020, in the "Linux Mint Forums", where a user also wrote asking for a way to be able to use the up and down arrows in "Celluloid" to adjust the volume up and down (like in VLC) and he received the answer below, that explains how to do that. As you can see, if you read the following answer, apparently it involves creating an "input.conf" file with a specific content that is described in that answer and then load it as a "MPV input configuration file" in the "Config Files" tab of the Celluloid "Preferences" (that are available in the "Edit" menu of Celluloid):
"Volume_up" (F3) and "Volume_down" (F2) are actual buttons on a multi-media keyboard having those extra buttons mapped. The above F2 and F3 references are specific to my own keyboard, where I have volume-related icons adjacent to each of the F2/F3 labels (Defender Gaming Keyboard).
According to this article, and again in Celluloid's input.conf file, the built-in default interpretation of up and down arrows are for seeking advance/rewind.
In addition to Ricardo's config file selection panel, there is also Celluloid's Miscellaneous configuration panel as follows:
Make sure that you have the appropriate setting checked for the "Enable media keys support".
MPRIS support will also impact your interraction with Celluloid (I just don't fully understand how). So ... maybe someone else could share some wisdom on how that would impact your choice of keys for volume control, if at all.
From that same input.conf file, there is a possible alternate of using the "Wheel_up" or "Wheel_down" as substitutes for the "up" or "down" that you are used to.
Lastly, you can look at the settings available to you when you use the dconf-editor. Searching for "mpv", as I did below, lists some parameters which may need to be adjusted for you, in order to get the other things already mentionned to work.
One other thing. Resist any temptation to delve into using xmodmap. Any such changes would affect all applications globally, replacing the usability of the up/down arrows to perform their normal function in Caja or elsewhere. You need to rely on any Application's own specific configuration customization functions/tools so that their impact is only felt in the context of the specific Application, and not Globally.
If you don't mind me asking do you happen to know what keyboard model are you using - as maybe the keyboard has some key functions that would solve that issue possibly?
I know that on my laptop I can use Fn + F-10 to lower and Fn + F11 to raise the volume and it is out-of-the-box integrated within Ubuntu MATE so knowing if you do have any commands on your keyboard like that might help so you won't be needing to tinker too much and just figure out if you like the commands that come with default
amixer sset Master 2%+: Increases the master volume by 2%.
amixer sset Master 2%-: Decreases the master volume by 2%
For keyboard shortcut, if for global intent, then xmodmap is the way to go. However, I am not an expert and don't feel comfortable in specifying the exact declaration which would set your "amixer" up/down volume commands at keypress. If you want to give it a try on your own, this article, while ancient is still applicable, given that xmodmap has been there since Linux's Jurassic age.
An alternative approach for defining key re-assignment using showkeys / dumpkeys / loadkeys is given in this article.
A final approach is to use the xbindkeys function outlined here:
As usual, the information @ricmarques supplied is spot on, accurate and complete.
To simplify things I'll give you one thing to execute.
copy and paste the complete code below in a terminal and press enter:
rm $HOME/.config/mpv/mpv.conf 2>/dev/null
cat<<\INPUTCONFIG >$HOME/.config/mpv/input.conf
# code to change volume with scrollwheel
MOUSE_BTN3 add volume 2
MOUSE_BTN4 add volume -2
# code to change volume with up and down arrow
UP add volume 2
DOWN add volume -2
INPUTCONFIG
I tested this for you on mpv and it works like a charm.
If it doesn't then purge celluloid and install (the real) mpv. The only thing celluloid does is some windowdressing and intervene between you and your configfiles, making things more complex. In other words, it gets in the way pretty fast.
Mpv has it's own GUI which is minimal and never gets in the way.
If you have any other questions about mpv, i'll probably know the answer.
I'm using mpv daily (both private and for work) and wrote my own configfile generator for it so I know a thing or two about its ins and outs.
cat<<\INPUTCONFIG >$HOME/.config/mpv/input.conf
# code to change volume with scrollwheel
MOUSE_BTN3 add volume 2
MOUSE_BTN4 add volume -2
# code to change volume with up and down arrow
UP add volume 2
DOWN add volume -2
INPUTCONFIG