Without knowing your specific hardware (make/model), we can't offer specifics on where that setting might be located or even exactly how its labeled.
I had this same problem and was getting REALLY FRUSTRATED and narrowed it down to a problem with my phone settings.. - more accurately the Roku app settings ON my phone. I went to where my apps are on my iPhone “Settings” are and found the Roku app. Looked at the possible problems it could have been. I found that “Local Network” was turned off. That’s it!! That’s all it was!
This fixed my problem thank you