I have had this issue with two Roku's now. I bought a new one thinking it was the problem, but when I spoke to Apple, they said it's a documented Roku issue, but you can't talk to anyone at Roku so....
When I go to play a video on AppleTv through my Roku Express 4K (new device), I receive an error message that the video cannot be found. It works on my laptop (HP) and phone (iPhone) without incident. This is a Roku specific issue.
Is there anyone who can assist me? Spent $50 on a new Roku I didn't need, can't get tech assistance with, and am ready to throw in the trash and dump Roku all together even though I've been a customer for over ten years.