I have the same problem. I have two Roku sticks and they are working fine with the Direct TV streaming app. However, my express 4k will not load it, something I need to know about the express 4k device?
The model number is much more helpful than the name since names get used over and over again on different models. You can find it under Settings->System->About. Does it appear on this list?
https://www.directv.com/support/stream/article/000066174
What do you mean by "will not load it"? The channel/app doesn't appear at all or it's there, but won't launch?