As you've seen, the power and volume can work while nothing else does. That's because they use IR and the other functions use RF. It certainly sounds like it's not paired. Can you connect to the stick using the Roku app on your phone/tablet? If so, use it to go through the pairing process again. If not, try this from @Tivoburkee :
You can also unplug the roku from its power for a bit, have the remote ready with battery door off and one battery in, now power the roku when the roku name stops bouncing put in the second battery and press and hold the pairing key for 3 to 5 seconds and release. Just let it communicate with roku it is all right if the light goes out in the battery compartment don't press anything until you get a big DONE onscreen.
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