Have you tried to manual add the Roku IP to the slingplayer? There are supported models that are the Roku HD. I have linked an article below that could be very helpful to help solve your issue. Listed HD models are as followed 3000X Roku 2, HD3050X Roku 2, & XD2500X Roku HD. If it is one of these models the last link the this article will give you all proper troubleshooting for your issue.
Sling Media Technical Support