If the volumes sit on EC2 then you can.  Don't use AWS so maybe the help document will help answer this - https://helpcenter.veeam.com/docs/vbr_aws/deployment/using_vbr_in_aws.html?ver=120

This section has more on what it can back up - https://helpcenter.veeam.com/docs/vbaws/guide/welcome.html?ver=80

Thanks Chris. I am backing up EC2 instances at the moment but I’d also like to backup my Volume Gateway EBS volumes as well. If Veeam can’t do it my only option between Veeam and AWS is to use AWS Backup but I’d like to keep all of my backup data in Veeam if possible.

I can definitely understand that and hope you get an answer.  If I knew more about the AWS backup stuff I would try to help more.  Maybe time to start learning that and Azure.