Unfortunately, in the USB HID protocol media controls (volume, etc) have to be represented either as keys or as relative devices. That is why some other keyboards use rollers and knobs that can be turned forever.
If you are planning to use a special application on the host side then you could instead use HID game controls - and those support absolute values. But then any gamepad connected to the system would also affect those sliders...
Otherwise you could rewrite the USB code to support a second "interface" with your own protocol that is not HID.
An interface is like a logical device. (I suppose that is what jonlorusso was referring to...)
A device with multiple interfaces is called a "composite device". You would need to put each other interface on its own endpoint, but there should be enough of them in the ATmega32u4 for a complex keyboard and one more interface. This could require a lot more work though.
BTW, the analogue inputs on the ATmega32u6 use also the AREF pin.