Welcome to the Roku Community!
Thanks for reaching us regarding the issue with private listening using your headphones. We will work with you to know what went wrong so we can assist you further and fix the issue.
As a first step, we recommend reviewing the suggestions for determining the issue with private listening using a headphone: How to use headphones with your Roku® voice remote for private listening | Official Roku Support
If none of the suggestions resolved the issue, please reach back and we will be able to assist you further.