This posting is older than 6 months and can contain outdated information.
Thanks for asking.
1) With Remote Buddy default settings, the Apple Remote will control Plex exactly like without Remote Buddy.
2) By default, up/down hold are not mapped to system volume increase/decrease. This is a change you've made. If you don't like your change anymore, you can go back to Remote Buddy's default settings by clicking on "Reset to defaults" in the respective mapping table where you've made this change (either "Global mapping" or "Plex").
3) You can use the actions provided by the Virtual Remote to forward all button press events as Apple Remote events to the system, where they will be picked up by Plex' built-in Apple Remote support. All necessary steps are described in this blog post:
http://www.iospirit.com/blog/article/131/Remote-Buddy-and-Boxee-Plex-and-XBMC/
Best regards,
Felix Schwarz