Control external audio amplifier with OS volume

"But how do I force Windows not to decrease audio signal from 3.5mm output?"

You don't need to use the windows audio and there is no reason to tie it to the computer audio setting. You don't need to hook into windows audio at all, just use e.g. AutoHotkey. Whatever software you would use to signal the arduino to adjust the volume, just send it a signal i.e. if you are using TCP, autohotkey > curl request to raise volume.

In the situation you describe, you are simply using windows to turn a knob remotely, the fact that the audio is coming out of the same system is not relevant.

Probably makes more sense to just use an ir receiver on the arduino