No. Sony MBH20 do not have volume control button. You cannot increase or decrease call volume but you can use your mobile phone's call volume control button for the same.
It takes about 1-2 hours to fully charge Sony MBH20.
Just about 8 grams.
None of the users have reported any heating problem about Sony MBH20.
Yes, you can use Sony MBH20 with any Nokia mobile phone.