Jose has issues with his 4K HDR TV connected to Roku Ultra. He's getting HDCP copy protection errors. Leo says that copy protection never stops pirates. He can even order a box that strips copy protection from Amazon. So what's the point? All it does is punish those who follow the rules.
It sounds like an issue with Roku. There is a post in the Roku community forums that outlines what's going on and how to reboot the system to make it work. One thing to be sure of is to make sure the cables are HDCP compliant.