I just set-up a new Express 4K+ with an Asus VH236H monitor and ran into the infamous HDCP Error Detected issue. After trying the recommended solution which didn't work and then seeing other posts of users experiencing the same plight, I decided to swap out the Roku provided HDMI cable with one that I've used with the same monitor and a laptop before. To my surprise, I was able to have everything work fine with no HDCP Error Detected message. I was also able to get the Roku to match the 1080P display capability which it seemed would only work in 720P using the Roku cable. I then swapped my longer HDMI cable out with a much shorter one just to clean things up and everything is still working fine. So the solution is not to use the HDMI cable that comes with your Roku.
... Or at least don't use the particular cable that came with that particular Roku.
Glad you got it working.