Issue is that when I find a movie I go to play and the download starts then goes to "No Signal" and the system shuts down. Been doing this on Roku Channel and Netflix. Tubi seems to work ok. Connection and signal strength are all ok. Could it be the Roku box is shot?
Which Roku model do you own? Nothing gets "downloaded" on a Roku. So you launch Netflix. Find a movie and then you get a "no connection"? What is your internet speed? Go to settings/ network/ check connection. What does it say for signal strength and internet speed? How far away is your Roku to your modem? If you have an older basic model Roku it may only support 2.4GHz. Could be something with your modem and router. Who is your ISP?
Could just be experiencing an internet issue.
Even though everything else appears to be working fine, try restarting both your Modem/Router and your Roku device.
Depending on your Roku device model number, remove any SD cards if so equipped/installed, during your restarts.
Feel free to post back with an update and any other info you can provide.