@Harvey76
You need to list your specific Roku model #(s)/firmware version(s): Settings/System/About
You should also list your phone model/iOS version.
Otherwise, it sounds like you are trying to AirPlay-mirror: Settings/Apple AirPlay and HomeKit
"Screen Mirroring" on Roku and the rest of the non-Apple universe usually means Miracast-based, (or sometimes GoogleCast/ChromeCast-based - non-Roku): Settings/System/Screen mirroring
Otherwise, without more specifics its hard to address what the issue is - try rebooting/restarting ALL devices (modem + router + Roku + phone) and trying again.