It might be possible to accomplish this using
EPUB 3 Multiple-Rendition Publications. That allows an EPUB to contain multiple OPF files, each pointing to different XHTML content, including a NAV document.
It is meant to be used for different renditions of the same content. For example fixed vs reflowable layout or English vs French language. But it might work in this case if each each volume is included as a separate rendition.
However the reading apps that support this feature and could be used for the book is likely very limited so I don't actually recommend doing this.
(A better approach might be to prepend the volume number to the page number. For examle I-1, I-2, ..., II-1, II-2, etc.)