I have the same issue - I have a new Sony OLED, new AVR, new HDMI cables and a ROKU Ultra 4660.
a user on another thread noted that with older Rokus, mine is a 4660 which is not that old, you need force video/display settings on the Roku to be 4k60hz, and not to use 4k HDR 60hz or Auto. Impression is this is a Roku issue. YouTube TV now works fine.....not sure how that might affect any Roku HDR content.