Accessing Jellyfin server from Roku on a different network

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Even just an unmanaged switch might allow you to connect one to the other with an Ethernet cable. In my experience, having worked with (and being friends with) two higher ed wireless guys, they might not care if you set up your own AP but will likely make you shut it down or at least will investigate why it exists. The tools they have will lead them directly to you. So you'd better have a good explanation as to why you need your own private network.