I have the same problem with rectangles showing up instead of Hebrew subtitles. Languages with latin chars show subtitles properly. Netflix app however does manage to display Hebrew somehow.
Flagging this to bring it to the attention of Roku employees @RokuDanny-R, @RokuKariza-D, & @RokuMary-F
Thanks for the post.
For more information about that channel's features and functionality, you'll want to contact the channel provider support directly to inquire further. Many channels on Roku are developed and maintained by the channel provider themselves.