@JeannaLS-
I know of no Roku TVs that have telephone jacks. Might you have plugged your phone line into an Ethernet port? They look similar, but the Ethernet port is wider than a phone port.
At any rate, I've never heard of Roku TVs having any provisions for doing anything with telephone Caller IDs.
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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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X