I just returned my just purchased Roku Ultra specifically due to repeated and sporadic HDCP errors.
I followed all the instructions to the letter several times and still the error. If I rebooted it would work but still a possibility it would occur again...random.
My TV is a Sony950G and AVR, Ultra connected to AVR, Marantz SR5014 so all good with HDCP compatibility.
Bought an Amazon Fire TV Stick 4K and Dolby Vision works without a single HDCP error and for much less money.
I prefer the GUI of Roku...it is more elegant...but I prefer a device that works more...no more side eye from wife is a good thing.
I also have a Roku Streaming Stick+ which works perfectly and honestly prefer over the Amazon device but I do enjoy Dolby Vision.