Roku client tends to be pretty good about caching credentials so usually blips or even hours offline typically don’t disconnect you right away so that’s a little odd if it kicked you off stream immediately after losing internet access. It’s one reason I tend to like Roku as a Plex client. Maybe you just had bad luck on authentication timing.
Someone mentioned earlier the Roku Media Player and that’s a good alternative playback by using DLNA. Plex can feed to your Roku Media Player via Plex DLNA setup pretty well and doesn’t use authentication. It’s not as pretty but it still has some of the Plex organization to browse for titles easily. As long as the files can play natively on your Roku you can play it just fine. I use it for fallback and for testing direct play issues.
Otherwise the guides to allow unauthenticated access on local network work just fine but a little clunky to use. I think this article covers it pretty well: https://www.howtogeek.com/303282/how-to-use-plex-media-server-without-internet-access/
Another option is to setup Jellyfin or Kodi along with Plex as backup (you can run them together pointed at the same media folders without any conflict). They are both free open-source options.
