You didn't specify what model Roku you are using. I don't know how the Mac works in sharing the Internet, but when I use the hotspot on my iPhone I have no problem connecting my Stick 4K+. Some Roku devices have issues with some access points, although most I have heard of were cable company modems, with the modems set to Mode G/N and the Roku required it to be set to B/G/N for some unknown reason.
I don't know if the Mac has the same setting, but my iPhone has a setting labeled "Maximize Compatibility". It doesn't turn off security, but does enable some devices with connectivity issues to connect successfully.
Dan
Roku Community Streaming Expert
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