Toward the end of the video, it appeared that when you reselected the Real Drums kit, you hit the Real Brush, then back to the Real Drums, which likely caused it to revert to the default volume. Just a guess, but it may have some bearing on what you're experiencing. I would think, however, that the volume would stay the same regardless of which drum kit you selected.
I decided to try and duplicate your problem on the PSR-3000 and could not make it happen. Therefore, I suspect there must be some sort of glitch in the T4 software causing this.
Good Luck and I sincerely hope you have your problems solved in a timely manner.
Gary
[This message has been edited by travlin'easy (edited 11-21-2010).]