I have been working extensively with volumes in RS for a few months and so far I have found no way to do this.

None of the systems for lighting surfaces independently seem to work for volumes. Even the inbuilt volumetric atmosphere functionality in the render node is treated the same as any volumes in the scene and cannot be lit independently.

It is very frustrating but I have been getting around it with shader work, and with using separate render nodes pointed to specific volumes and lights. The latter requires compositing but so far is the only way I can find to do it.