Sounds like the Roku Ultra may be using some incompatible screen mode to the AVR or TV. The initiation screen on devices are usually lower resolution, highly compatible settings. Ince the initiation screen is complete it switches to a higher resolution, different sampling rate, and color space. Thus, no picture. Make sure the reciever and TV are set to enhanced mode, HDMI deep color mode, or whatever it is called on your devices. Check the color space used on all devices in the chain. Turn off video processing in the reciever.
UPDATE: So I tried plugging the cable into the Video 1 input...and it worked. I had it plugged into the SA-CD/CD input (just for the apparent audio boost circuitry...)
Now I have two other weird issues:
1. Whenver I turn on my PS4, it switches over to the Roku. The PS4 is plugged into the 'Game' input.
2. If I turn off the PS4, but put it into low power mode...and then I activate the Roku (but hitting the Home button on the remote), it turns the PS4 on...and it switches to the PS4 input! I don't have this problem if I turn the PS4 completely off.