Have you tried to route the processing to another macro with a TriggerEvent action? This will not work, because EG is always only processing one event simultaneous as long as the processing hasn't "freed" the event. And since EG is monitoring this event for the AutoRepeat action (AutoRepeat is actually some kind of macro-modifier), it won't start to process any other event till this one is done.
But you can use any actions you want inside this AutoRepeat-Macro to continuously do something, like raising the volume.
So I don't see any problem with your simultaneous-volume-through-RS232-problem. I do it all the time, with ways like RF-remote-to-IR-out or even in the way of receiving the remote on PC1, sending it to PC2 with TCP/IP and let the there through RS232 attached IR-transmitter control the AMP.
There is only one exception:
If your target works more in a way, that you first have to initiate something and later stop this with another command, then you will have to use some short script to accomplish this. What I mean is something like saying the amplifier to increase the volume with a single command and the AMP would not stop increasing the volume till you send another command. But such situations are very rare and I have never heard of any amplifier working this way.