Since this forum will not allow me to add a response to a similar post, I'll post my own. It seems as though Roku has stopped allowing comments on that other post.
My TV screen displays the head phone icon with "100" when I plug my head phones in, but there is no audio coming from the head phones. Changing the volume using the volume control on the Roku remote has no effect. Sometimes, if I plug & unplug the head phones multiple times, I will get the same icon displayed on the TV screen, but with a number less than "100" & I will get audio through the headphones. I can then control the head phone volume with the remote. However, the occasions where the private listening works are becoming VERY rare.
I saw a Roku moderator's post claiming it would be fixed with update 9.3. I have update 9.4.0 on my Roku 3 (4200X) & my private listening is STILL not working properly. I will switch to a competitor's product before I will buy a new remote or a new Roku, as reviews show that the newer Rokus are also having major head phone issues.
