Occasionally the setup procedure has issues with the Internet connection. No one has really ever figured out what the issue is, but one solution is to use a different Internet connection. The simplest way to do that is with a phone hotspot, but I know not everyone has that option available. But many users with this issue had success using a hotspot. You might need to do another factory reset to get back to the network settings so you can change to the hotspot. But if you do have the ability to change it without a reset it should work as well.
Dan
Roku Community Streaming Expert
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