I'm not overly familiar with the Roku box, but from my understanding, it should give you all the capabilities you're looking for and still connect to a separate audio output, such as a sound bar. If you could tell me what version of Roku box you have, I could probably look at it closer and find a solution, but in general, you should be able to connect the video from your Roku to your projector for video and your Roku to the sound bar for audio.
I guess I don't understand what issues you are experiencing. If you could detail the devices you are attempting to use (projector and soundbar manufacturer and model numbers), as well as the version of Roku box you're using, I feel confident we can come up with some sort of solution for you.
-Wolf sends