I enabled VPN Policy and chose the mac address of the roku. This is when the roku buffers excessively. I do get a couple of minutes of video this morning, but then it buffered again and played a few more minutes and so on. The video is also pixelated.

I also tried removing the mac address from VPN policy and using the IP of the roku and Netflix displayed a message that I was using a proxy. I reset of the roku after each change.