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.
Yes, You shall receive USB Cable for the same as part of the standard packaging.
Yes, you can use Sony MBH20 with Gionee A1 easily.
Yes, Sony MBH20 does have call ending button also.
Sony MBH20 comes with 1 Year brand warranty.