O.K., I'm so used to using Roku Media Player to view media that's stored on a PC somewhere and served over the network that I forgot that if you have a Roku-based TV or a Roku device that has a USB socket you can play media directly from a USB device.
If you're not seeing the preview, then the fault is entirely in RMP. I'm not sure you can really do anything about it. If you plug the same USB device into a PC or Laptop or similar device, do all of the images appear o.k.? If you can scan for errors on the USB device (Windows will do that) then make sure everything looks o.k. there.
Some of your images are approaching the upper limit of what RMP will do. There is also more than one way to encode a JPG image and RMP might just not like some of them.
As far as capturing your own DVDs to play, you will need a computer that has a DVD and/or BluRay drive and some software. There is a free program called HandBrake which is generally considered to be the easiest to use. Because of the old standard used for encoding video on DVDs, and because it had to be easy to decode, encoding the DVD as an MP4 with x264 will actually make the video much smaller. There are other discussions on what RMP will accept, you may have to convert the audio to two channel stereo instead of surround. You can find it at https://handbrake.fr/
If you're not on Windows 10 the old version for Windows 7 is available and works just fine. It's also available for macOS and Linux.
Keep in mind that it won't work on copy protected DVDs or BluRay. There are instructions on how to make HandBrake bypass copy protection floating around on the internet but I'm not going to provide any further information on that topic.