Hi winternotes,
you may have missed the master volume control on the back of the TRS-MS04 subwoofer (right next to the connection sockets). This control should be turned up at least halfway.
The master volume dial on the Tyros4 should also normally be turned up at least about halfway. If you need even more volume, I would first turn up the control on the back of the subwoofer. Then you still have some volume reserve on the Tyros master volume.
By the way: The BASS control (on the front of the subwoofer) should normally be in about the middle position. The QUIETER you play, the further the BASS control could be turned up (if necessary). But if you play at a relatively high volume, the BASS control should never be turned up too high.
Best regards,
Chris