It's likely that your university has blocked Wi-Fi connected devices from communicating with each other - if you could connect to your Roku device, so could everyone else. One option might be to get a Roku Voice Remote Pro (not the 2nd edition) with a headphone jack. Some Roku devices also support Bluetooth headphones.
How to use Bluetooth headphones for Headphone Mode on your Roku streaming device | Official Roku Sup...
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