I managed to get 4.1 (the subwoofer is not connected)... with some work.
1) Onkyo has a TEST ONE button, that outputs sound to each speaker one by one, to test basic functioning and connectivity. The two front (regular stereo) speakers were working fine, the other 3 were not. Just by chance I found out that I had to gently tap on them. It seems cones were somehow stuck after a long time without use... I have never seen this before.
2) I had to configure Roku as shown
here.
3) I had to configure my Onkyo.
And voila.
Still have to connect the subwoofer and fine tune settings.