FYI, to get the ESPN Roku app to work I added these domains to bypass the VPN (Proton Free in my case):
espn . com
espnplayer . com
espnplus . com
espncdn . com
espn . net
adobe . com
disneyplus . com
bamgrid . com
nr-data . net
go . com
conviva . com
flashtalking . com
bn5x . net
disney-plus . net
dssott . com
adobedtm . com
I added spaces before and after the . in this post so the forum doesn’t think I’m trying to spam the post, you will of course need to remove those extra spaces