This look fine to me. I am the owner of the (external) volume and have READ VOLUME privilege on it. (as for the external location I am also its owner and have READ FILES, BROSE, CREATE EXTERNAL TABLE and CREATE EXTERNAL VOLUME)
One additional info I got, it seems to me that Databricks launches s3:GetBucketOwnershipControls and s3:GetBucketVersioning actions (which in my case are on the bucket possibly denied). If so, why does it do so from the volume, but not from the external location? And is it necessary?