I've just purchased my Roku Express, and it cannot find my wifi network.
The device is literally about 5ft away from the router, I have both the 2.4ghz and 5ghz bands turned on (all other devices on the network can see both of them, but the Roku Express is still unable to find anything. I've played about with the wifi modes and bandwidth options, but that doesn't seem to help. I'm on Vodafone broadband if that helps with answering the question.
Seems like Vodaphone may use Channel 13 in the 2.4Ghz settings as default. You will need to configure the 2.4Ghz wireless settings to use a wireless channel between 1 and 11. Looks like you may have to download the Vodaphone App to make these changes. If you are unable to change the wireless channel through the App or router/dongle, then you will need to purchase a seperate access point (router/extender), configure the proper wireless channel on it (again, 1-11), and set it to "Access Point" mode.
Here is a link to Vodaphone forum with this info. Look around there and post back with an update if helpful or need more help. Post back with your Roku Express model number. (only new Express 4k/4k+ models are capable of using both 2.4 and 5Ghz band, all other Express models can only see/use 2.4Ghz band)