Yes, as it takes more energy to power the speakers and amplify the sound.
Will a television use more electrical power when its volume is turned up higher?
It will, but negligible, and it won't show up on your electric bill in a for more then a penny or two inside of a month. Leaving your TV on all night long (24 hrs a day) would not raise you electric bill much more then $10 a month.
No
yes.