Roku says 3500x is supported by Roku. I've watched HBO max on the 3500x streaming stick. You have to start the app several times. It has to load piece by piece. First the most recent movie has to appear, then it goes back to home. Start again until the rest of the in screens appear. Once in all the screens appear (list if movies, continue to watching, my lists, etc.) You can start watching. It takes several attempts (it once took me 15).
I have tried the above steps as well but doesn't seem to work for me while using our 3500X Stick. From the selected Profile it then goes back to the main Roku home page and takes me out of HBO Max. I go back in and select again over and over the same things. Luckily, I have other Roku devices other than this 3500X Stick but it's on my main tv for convenience and aesthetics. my 3500X Stick has been upgraded to the latest software 10.0.0 but still no good.