When you said "play directly to TV" it makes me think you are storing your mkv on the usb drive and plug it directly to the TV usb port.
Whatever it is, don't do it.
You have everything you need to play around, plus you are running on the LAN Ethernet network.
Note: please get your Roku 4K and your PC on the same network (I assume you already have). You don't ahve to worry about the TV now.
a. setup Plex or Emby media server on your PC. I think the app is free. OR
b. share your mkv folder(s) so your front-end device can see it. This is the fastest and easiest BUT a lot of people are running into some shared folders issue with Win10 so be prepared.
Use your Roku 4K.
Download either Plex Media Player or Kodi.
Set it up and mount the shared folder(s).
As soon as it can see the shared folders, you are ready to watch your mkv (we call "streaming locally)
Note 1: connect your Roku 4K to your AVR, not your TV
Note 2: your Roku 4K is NOT able to bitstream lossless audio track, just so you to know.