I fixed it by using 4K HDR 60Hz TV.
Streaming Stick+ 3810 kept picking 4K 30Hz TV display mode which kept getting the HDCP error. I then tried 4K HDR 30Hz TV because it passed all Roku display checks but it kept getting the HDCP error as well. I then tried 4K HDR 60Hz TV even though it didn't pass the last display check but I told it to Force it.
Seems like Roku is having a hard time figuring out what display modes are compatible with my Sony KD-50X690E.