Most VST plugins seem to decrease their own volume by about 6 dB to prevent clipping. Thus, Renoise’s sampler is usually a lot louder than plugins, which means that I have to set the instrument volume to -6 dB for most sample instruments. Also, the loudness of the sampler often results in clipping when playing chords.
So, in addition to the current track headroom option, I think Renoise ought to have an option to change the volume of all samples, and possibly another one to change the volume of plugins.
See: the “Synth Volume” and “Sample Volume” sliders in OpenMPT: