I have 3 Roku's. An Ultra, Streaming Stick, and 3020x. Not one of them will stream a 5 hour NASCAR race. They will only show 2-3 hours of the race and that's it. My computer does not have a problem.
Hmm..
The Roku "Bandwidth saver" function kicks in when the Roku has received no user input in four hours. It asks if you are still watching, and if it receives no response, it exits the current stream and returns the Roku to its home page.
You can't adjust the time but you can turn this feature on and off via Settings > Network > Bandwidth saver
Note that some individual channels may have a similar feature with their own timer setting.