I was able to reduce and afterwards increase volume with CTRL+Alt+↓/↑
even without Plexamp having the focus.
Global media keys will only work if not another app is grabbing them. So make sure not to have other media players (or their “helper apps”) running (not even in the task tray on Windows).
This error message is hinting at other keybindings
Shift+Alt+Space is activating the Search page and focusing the search input, so you can immediately start typing
Shift+CommandOrControl+Option+Right is skipping to the next album
(equals Shift+CTRL+Alt+→ on Windows)
Those with the numbers are for rating tracks, but I have no idea, yet how to invoke them on Windows.
[edit: apparently they are Shift+CTRL+ALT+Windows+n which is a bit unwieldy]
