If your phone hotspot can be reconfigured, try setting it to broadcast in the 2.4 GHz wifi band.
You didn't mention what Roku model and model number you have. Settings > System > About will tell you
Roku Express/Express+ (not the relatively new Express 4K/4K+ models 3940/3941) and Premiere/Premiere+ (model numbers above 4620) are lower end units with single band Wi-Fi radios that only support the 2.4 GHz band. They, and many other devices of all sorts that are 2.4 GHz only, can't even see the 5 GHz band, let alone connect to it.
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