You may understand this already, but just to be sure ...
After connecting your phone to the Roku's Wifi-direct address, no browser will come up on the Roku display, you need to use the browser on your phone.
Roku Community Streaming Expert
I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well.
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Streaming Stick 4K+ 3821 | Streaming Stick+ 3810 | TCL Roku TV 43S245/C107X