Not supported on Apple TV due to Apple restrictions. Pretty sure it is the same for Roku.
If you want TrueHD/Atmos passthrough your choices are an Nvidia Shield Pro, Xbox One, or a PC.
The non-Pro Shield (“tube” model) is not recommended as it has trouble with high bit rate media such as 4K HDR rips and remuxes.
Note that while Plex for Windows and Plex HTPC support TrueHD passthrough, they do not support displaying HDR video. HDR video direct plays, but will be tonemapped to SDR by the application.
Additional details: