I'm posting to this community, because I have a setup MacBook where I can control my Dell display volume and brightness over my Apple keyboard.

There are two solutions I found:

Install MonitorControl. This gives control to both brightness and volume.

Install SunflowerBed, this gives control only to volume and in some software you might experience an audio delay.

For me both solution work even in a pretty complicated setup:

Macbook =USB-C=> External GPU =Display Port=> Dell U3818DW
Using a USB external apple keyboard.

I just decided to post this solutions as a separate thread because other threads were closed with no solution provided by Dell support.

Related threads =

U3818DW, DDM for Apple Users?

U3818DW, Apple OS, speaker volume loud, #4

Dell monitor, Apple FAQ