Music volume control not working on my Venu

I recently bought the Garmin Venu, with Spotify being the final (and very necessary) selling point. I wanted a watch with music so that I didn't have to bring my phone along with me on a long run. Unfortunately, I'm beginning to realise that this is a very common problem with Garmin watches and Garmin has completely pushed the issue aside and blamed it on the headphone companies. This is disappointing, as my headphones work perfectly when paired with my phone, but are completely trying to blow my eardrums when paired with my brand new watch. The volume is set at a dangerously high volume and cannot be adjusted. 

As a result, I may need to invest in a pair of Bluetooth headphones with volume control, but looking at others' reviews, I'm not sure this will solve the issue. Will the volume controls work on the headphones when paired with my watch, or am I wasting my time/money and would I better to just return the watch and settle for Samsung?