is there a way to configure the remote on the stick to control the volume on a sound system amp rather than the TV sound?
Not sure if you can control the volume directly from a A/V Reciever or Amp where I never tried to be honest.
Where this Roku help article suggests you can't directly via the Amp.
If your TV and Amp both supports HDMI over ARC or HDMI CEC then it should work.
I use the smart remote between my TV and sound bar over HDMI ARC and it works great for me, so evertime I change the volume on the remote the sound bar will adjust the voulme accordingly.