-3 is not an http status code of course, since all status codes are positive 3-digit integers. If you're getting this -3 value from roUrlEvent.GetResponseCode, the doc (
http://sdkdocs.roku.com/display/sdkdoc/roUrlEvent) says that that value means CURLE_URL_MALFORMAT. So it sounds like your URL is invalid.
Also, this doesn't have anything to do with the original topic (redirects and HLS), does it? And Roku does support redirects internally. I'm not sure if it did at the time the original post was posted, over 3 years ago, which demonstrates the reason it's not a good idea to post to very old threads.
--Mark