I am using xfce4 on Fedora 22. I am able to use my volume keys to change the volume and use my mute key with no issue. However, no notification is showing on the desktop indicating volume change. Other notifications are working however.
A few more details: I am using an Apple keyboard. I remapped it so it uses the function keys by default. Therefore, I use a keyboard shortcut with a command, for example, the minus volume key
amixer -D pulse sset Master 5%-, etc. The volume notifications were not working anyways before remapping the keyboard to use fn by default.
This same setup (fn enabled by default with keyboard shortcuts for volume and mute) has worked and shown notifications with no problem on Linux Mint 17 and on Xubuntu 14.04. I currently dual boot with Xubuntu 14.04, and I noticed that it doesn't even have an xfce4-notifyd.xml file.
Any ideas would be much appreciated.