Identical problem, to the letter. Roku Ultra and Marantz NR1510 AV receiver. Nothing works. Hooking the Roku directly to TV. Odd how Roku has done nothing to address this problem.
One possible solution: On advanced display settings, make sure that 4:2:2 is unchecked, and that 4:2:0 is checked. the former setting requires a high speed HDMR cable. Not all AV Receivers support this setting.