I've got a 2013 MBP-Retina with Cinema and Thunderbolt Displays (1x each). It used to be that the default audio output was one of the integrated audio devices in a display, and I could control the volume from the keyboard (or the slider) as usual. However, somehow the system has gotten into a state whereby the audio indicators change with the keyboard, but the actual output volume does not. I can change the output volume for a specific device from system settings, but the system volume controls seem not to affect it.
What's going on, and how do I get back to normal?