Do you know if your Roku device supports 5GHz? What's the model number displayed under Settings->System->About? As for 2.4GHz, are you using any kind of content blocker on your network or anything else that might be out of the norm? I don't know if anyone knows exactly why some(?) routers require b/g/n, but try setting it to just g/n to see what happens. You might also want to connect to an alternate network like your phone's hotspot and then check for an update if it connects.
Beyond that, it might be helpful to know who your ISP is and the model number of your router.
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