I've had my roku(s) 3 for a couple of years. Recently, I started having this problem where the sound, over the stereo/AVR, starts fine but then if I plug in headphones to the remote and then unplug them a graphic showing a cable connector with the number "0" appears on the top right of the screen and then there's no more sound (out of the AVR again but will resume out of the headphones if I plug them back in). I have tried swapping the roku, swapping the remotes, and swapping the HDMI cable to no avail.
Note, My second roku system (the one I'm doing the swapping with) has an old receiver that doesn't have HDMI so it's connected to its roku by another means. On that stereo, when I disconnect the headphones the graphic shows the connector but the number "100" (and the sound resumes playing through its speakers as expected).
I see no options on my AVR to deal with this (though I have played around with surround modes etc). Again, please note that the sound plays through the problematic system fine up until I plug and then unplug the headhpones so I know the connection is good. That being said, I see (under circumstances that I can't quite recall) that once the system has this problem, i.e. once the headphones are unplugged, an HDMI type error message appearing but it disappears to quickly for me to read. but again, if there was a real issue with the HDMI 1) the sound wouldn't come out the speakers ever (which it does) and swapping the HDMI cables surely would have solved the issue.