I believe there are (were) two ways to watch Shudder on Roku.
One was to install the standalone Shudder channel/app . (this is where you paid Shudder directly).
https://channelstore.roku.com/details/3f56a6714a2b50d283694125a7271292/shudder
The second way was to install Shudder through Roku. (aka Shudder on Roku Channel). This is where you paid for Shudder through Roku Pay. In order to access this, you could install the "Shudder on the Roku Channel" app or access it by first launching the Roku Channel and then selecting your Shudder subscription.
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Credential are not interchangeable. (you cannot use your Shudder login credentials with your "Shudder on the Roku Channel" login credentials and vice-versa).
Have you verified that you are accessing the Shudder channel through the right method?
You cleared up my confusion about the difference between the two apps, thanks!