Well, that was less than successful. First, every way I tried to play that clip only switched the TV to HDR. It did not indicate Dolby Vision, even though MediaInfo reports it as a DV file.
Anyway, what I did see was the clip looked identical through the Roku, the Shield, and the TV's internal player. I could faintly make out the black level flashing at 88, and if I tried to make the room a bit darker I believe I could see 84 flashing. 80 and below were all just black.
Again, that's with the TV displaying HDR, not DV. I even played the clip directly from a USB stick to ensure my server wasn't doing anything, but the image was identical from either source.
I've searched for some other DV test files, and I can find none that have the black level test. I have several DV test clips, but for the most part they are designed to show eye-popping color, not black levels. I have one DV file with some NASA space images. While it's difficult to say if there's different black levels on that video, I will say it appears virtually identical (and beautiful) on both the Roku and Shield, at least as best I can tell from watching it on one and then the other.
One last comment. I have no idea if my TV (LG Nano85 55") is capable of displaying the black levels below 84. For me, that might be a limitation that I can't get past. I have one other DV capable TV, a Vizio, but it's a smaller screen (and less expensive) so I have my doubts it's capable of better performance than my LG.
Roku Community Streaming Expert
Help others find this answer and click "Accept as Solution."
If you appreciate my answer, maybe give me a Kudo.
I am not a Roku employee, just another user.