I apologize for the delay in answering this - I've been out of town and didn't see it to ask someone else to answer it 🙁
TN indicators are used whenever text is included in braille that does not appear in print...which is why the volume headings (Volume 1 and Following Volumes) are enclosed in TN indicators. I don't know what "all other proceeding volume headings" means. Volume identifiers are only used in the first volume...all volume identifiers would be enclosed in TN indicators. Does this answer your question?