Alright, let me answer these separately.
DocumentsUI:
This is being discussed again. It's an atv platform issue, not a shield specific issue. By default Android TV does not have a docui impl. Like the adt3 or dynalink box don't ship it. The only implementation available is the phone/tablet version which requires touch or a mouse to use. Which... is not ideal for a controller driven 10 ft interface. I really don't like shipping an app that would require a user to pull out a mouse or connect to scrcpy to use it. If it was able to be installed as an addon, maybe, because then it would be user choice. Ideally, someone would write in leanback ui support, but unfortunately I don't have that skill.
Volume Control:
This is probably related to a bug I haven't been able to track down. And no one else has cared to investigate it. If you're not connected to cec and cec volume is enabled, then volume will work, but the popup will not show. If you go to settings->device->input and disable cec volume, then the popup will show.
CEC Power Control:
It does work. Normally. When it wants to... >< This is another bug I haven't been able to track down yet. Sometimes on reboot, cec will get into a broken state. If you go to settings->device->input and toggle the main cec setting off and back on, then power control will start working again.
Launcher DPI:
I'm curious the use case here. Google mandates that the Android TV ui be rendered at 1920x1080@320 for every version up to R. And even on S where the cts requirement is gone, google still forces the resolution and dpi on the adt-3. This affects all the java based ui's, which includes the launcher. Any native rendering (like a video or say the retroarch or kodi ui) will use the native resolution, however. Changing the dpi of the java ui does... weird stuff. If it's scaled properly, for example 3840x2160@640 or 1280x720@213, stuff works as expected, but changing the dpi to a different scaling factor like 1920x1080@240 causes rendering issues. It seems that there is font scaling options in the os, they're just not available in tvsettings. Thanks, google.