I don't think there's separate options for volume control/disable for those notifications. It would be nice if you could assign individual sounds to specific actions, or disable the sound for a particular action altogether. Maybe a third party app can do that...but I have yet to see any phone natively do such a thing.
I hate that warning. Every time I'm in the car driving I turn up the volume a bit and it pops up, have to accept it then continue with the volume. They really need to remove that, I know it's loud, I'm doing it cause of road noise. After the first couple times, just go away LOL! Why can't life just be simple, why do they have to make everything complicated.
Anyway, there's a free app in the Galaxy App Store called Persist+ that has a volume slider for bluetooth. I use that to bypass the high volume warning. You can also use a root browser like WyckedRoot and/or Xposed.
Both require root access though.