Running Jellyfin through a Roku works wonderfully. Jellyfin is a FOSS alternative to Plex and ran great on Roku, but ran poorly on Firestick, so it might just a Roku vs Firestick thing there.

Something else to consider is just buying a really cheap laptop for less than $200 or something and running Plex/Jellyfin or even just use your home network and play everything through VLC via HDMI on the laptop. You could even get a Chromebook and run Ubuntu on it and find an option for close to $100. A laptop option works well because you get to bypass ads and TVs operating system.