Couple of things to note.
The Roku has very little file space. Ensure your fonts are as small as possible!
Also, Jellyfin will only grab the 1st font returned by the API. Even if you have a folder full of fonts, whatever is listed first is what it's going to grab - even if it's a font file format that Roku can't use.
I suggest using the otf format. It's what I have and confirm it works with custom subs.
Due to these limitations, my suggestion is to only have 1 otf font file that is less than 5mb in the fallback font folder.