With the default range of Off to +12dB I found 0dB was at CC7=92. Cakewalk by Bandlab defaults to CC7=101 so I experimented and ended up setting the top of the range to +8.2 to get 0dB at 101.

But as others have mentioned, Pianoteq's output level tends to be lower than a lot of other software pianos so you might want to leave the top at +12 to get comparable levels at a given MIDI volume.

It seems my keyboard controller cannot control the volume on Pianoteq Stage 7.5.4. Any ideas?

what does the midi data look like when you try to do it?  (you can look under Options/MIDI to see the midi messages coming in, at least on Standard ... i assume you can see it on Stage too).  possibly your keyboard is sending an unusual controller number for volume.