Periodically, I can no longer set the volume for notifications. Pressing the volume buttons only shows bluetooth. I am running the latest version on insider. Is this a bug?
If you have a Bluetooth connection, it will only show you the volume for Bluetooth. I also had a problem not being able to separate from Bluetooth at times, which may exacerbate the problem you're seeing (if it thinks it's still connected, and is only showing you the Bluetooth volume). That problem with remaining attached to a phantom bluetooth has been fixed in the latest betas.
I think this may be a bug. I noticed that when unplugging an AUX cable from the headphone jack it does the same thing you are describing (May be a software audio switching issue that affects them all). Link to question from someone else on the windows forums: