Heya, OP! Am genuinely glad to see you working with President Volac/Valak for seemingly some time now. I don’t see that many stories working with him for a longer time than an evocation or two for something specific, so to have you sharing here about how he is your protector was nice to read. 
These do line up with how I experienced him, especially the first bit. Wrote about it here:
Then here:
With that kind of intensity and energy, it’s not surprising how he reacted to the other party trying to harm you. Heck, he wasn’t even on the offense with me at the time I met him, simply trying to test me + trying to share something, but he genuinely scared and unsettled the shit out of me until I consciously stood up to his strange intimidation.
Personally, I could see him really liking public recognition. He even ranted about “not being seen/worked with properly”, if you read the shared experiences above. The thread for thanking spirits here in this forum immediately comes to mind. Maybe you could try starting there and sharing how Volac has helped you so far?
I could also see him appreciating a journal dedicated to your shadow work + featuring information/your experiences there about him (especially if the experiences could clarify misinformation about him). Art journal works too, whether it be you draw his sigil, how you see him, symbols associated with him, etc. Now whether this journal would be kept here or IRL, up to you.
@ THEKING’s suggestion about an e-shrine works too. In fact, I wasn’t aware that I was already keeping an e-shrine myself until I read his creative response. Mine isn’t specifically for Volac only, but I do have a folder on my laptop dedicated to the spirits I work with. Would write a few poems + holiday/thank you letters (cheesy, but hey, it works so…) dedicated to each spirit, complete with designing the word document with their sigils/designs/layouts they seem to correspond to or prefer. Volac seems to respond positively to this type of consistency and thoughtfulness, and I never felt intimidated or scared by him again. You can even take this a step further by creating an e-mail account charged with Volac’s energy and sending those letters, drawings, etc. to said e-mail account.
Lastly, you could also just try doing divination so you’d be able to pinpoint exactly what he’d like as an offering.
Feel free to keep us updated about your workings with Volac, OP.