@Peter_Rustin and @R_102, here is how I solved this problem. Except for selecting my source, I solely use the AppleTV remote. My work around is for a Marantz/Denon but should work for other AVRs. My setup:
RPI4 running Ropieee connected to DAC via USB
DAC is connected to AVR via analog input 2
AppleTV > HMDI spliter input
HDMI splitter output 1 > AVR HDMI input 1, audio via HDMI (configured to Media Player button, labeled AppleTV)
HDMI splitter output 2 > AVR HDMI input 2, audio via analog 2 (configured to DVD button, labeled Roon)
Blu-Ray > AVR HDMI input 3, audio via HDMI (configured to Blu-Ray button, labeled Blu-Ray)
Phono pre-amp > AVR analog input 1 (configured to CD button, labeled Phono).
So I use the AVR remote to select DVD and then use AppleTV remote to control Roon.
Since the video is coming from the AppleTV on HDMI input 2, the AVR does not switch over to HDMI1.
I have CEC turned on so I am able to adjust the AVR volume natively with the Apple remote. I am not using the Remote App to manage the volume as I setup my DAC in Roon to have a fixed volume. You can probably do this differently if you choose.
I tried a couple splitters before I got this to work properly. I ended up using the Monoprice Blackbird 4k. Here is the link. https://www.amazon.com/gp/product/B01BOB6TXA/