While Behaviours can run AppleScripts very well (and the system volume 
+/- actually does exactly this), you can't override parts of existing 
actions with your own code. So while you can create and map your own 
system volume up/down action anywhere you want, you currently can't 
display a volume slider / bar for it.

Given your description that would also be quite hard as the volume 
level at application start would be unknown and thus a volume bar 
wouldn't appear to be accurate or useful.

Best regards, 
Felix