Turns out roVideoPlayer is super hard to use with roScreen, especially when you don't want to use the whole screen for the video player. You have to cut out a transparent hole with DrawRect on the roScreen with SetAlphaEnable as false. Also, fun fact, it must be a black transparent hole (&h00000000) to work on all devices, I had it as a white transparent hole (&FFFFFF00) and realized it doesn't work on my Roku TV.
This is all really painful to work with, I'm not sure why roVideoPlayer renders before roScreen, it would be nice if it was on top as I assume you would always want videos on top.