A few weeks ago I ordered us a new Sound bar with Sub from Crutchfield.  

Its a Klipsch Bar 48 with a small sub.  Link to klipsch.com Bar 48 Soundbar

TV is a Philips 4K (can't remember the model #) with like 3 HDMI inputs and 1 HDMI (ARC) output.
Not a super High end TV. I think I bought it like 2 Thanksgivings ago.
Connection is from the Philips HDMI (ARC) output to the sound bars input. Pretty simple.

Picture has always been good for watching video on a higher model roku, nice 4K Dvd player and Xbox One.
TV has always had chintzy sounding speakers when turned up, but most people don't buy nice TV for its speakers.

So after wanting some better sounds for awhile, I popped for the Klipsch Bar 48 Sound bar.

It came in like two days, took longer to unpack it than too hook it up.
I mean it was just one power cable and one HDMI cable.
Then I had to go into the TV, turn off its speakers and set it for external/Amp control, to be able to control it from the TV/Roku remote.
It worked great.  We watched 2 movies played with the volume, pretty neat!!!  

Over all the sound is fairly decent. Great for watching movies.
Wife, Step daughter and Dogs were all amazed.  The wife said, Holy Shit, it sounds like we are at the movies...
LOL..  I'm a lot pickier about my sounds. I'd like a bit more highs and definitely more bass, but what do you expect from such a small driver, small enclosure and small Amp.

For the next several days it worked as it should, no issues.

Then one day I came home from work and it would not turn volume up or down, it was like it froze or something..  
I powered the TV, the Roku and Bar off with the remote, gave them a min then hit the remote power button again, they all came back on as they should and the remote worked the volume as it should. GTG...

A couple of more nights it worked just fine. I'm kinda enjoying this thing.

Then, the last three nights, I came home from work, sat down, hit the power button on the remote. The TV and Roku come on and either the Sound Bar comes on, but volume doesn't work or sound bar did not come on at all.  Aside from the Audio, its got a power LED and like 6-8 really small LEDs for volume. So its obvious when it's on and what the volume is at.

Sometimes power cycling the TV does it, sometimes I have to get up and go press and hold the power button on top the Bar a few times and it eventually it come back on and works fine.
Sounds decent like it did when I opened it up the 1st night.

There are not a whole lot of settings or adjustments to be made. Really just one in the TVs output, then Sub volume in relation to sound bar volume.  That's really it.
The HDMI Cable is brand new and connected tightly, I checked.  
It says to use the supplied cable and I did.  

I have a more expensive higher ended cable, new in package I might try.

I realize at 500.00 this is not a high end unit, but even an el cheapo from Walmart should work better/more reliably than this in regards to the function, not the sound.

Any serious ideas what the issue is?  

My first suggestion would be to check the cable but it sounds like you are on top of that.

Thanks for the reply.

What do you mean by check the cable? In case I missed something, very possible.

I've unplugged it at both ends and re-connected it and reversed it, tried the cable that came with it and even bought the fancy gold connector one that's "rated" for the Ultra High bandwidth...
No differences.

Is there something else I can check or try?

I'm thinking maybe its just a difference between dissimilar brands and their HDMI interface standards.

If I use the remote that came with the sound bar, the volume goes up and down as I think it would/should, but that remote has a bunch of extra buttons for the various features the sound bar unit has.  Stuff that the rest of the family does not need to be diddling with.  So I like to keep it put away to keep ""It wasn't me" from changing things.

The TVs remote or the Roku's remote is supposed to be able to control the volume via the HDMI(Arc) protocol and it does for the most part, just that it is too aggressive on the up and downs. 1Click up, turns it up 3-4 notches and its way too loud. 1Click down and it turns it down 3-4 notches and you can't hear.
1 Click up with the Sound Bar remote, it goes up 1 notch as I'd expect; 1 Click down and it goes down 1 notch.

I like it loud, so its not that big of a deal too me.  Just trying to make the wife happy.