I too am having problems with my Denon, an AVR-5803 and my DVR, an H22-100. I use HDMI for all inputs. I get the volume bar sometimes and sometimes not. I have found that if you switch the Denon to menu(don't have to do anything, just switch it on) and then turn it off, the volume appears. Then if you switch to another channel, it goes away. Repeat again, it appears. I too have called Denon, and was told that it's not the Denon. It's amazing that so many people have called and Denon is not aware of it, or they choose to not be. In any event, I believe it's not the Denon at all, but the DVR, and it appears to be only on this input.
I am one of those who setting the DVR to native off with only 1080i seems to work.
Sorrry it's not useful, just another one whose having problems. I wonder how many there are?