I just bought a zen stream as well and have had a lot of challenges setting it up as well with roon. I use a Black Ice DAC with USB and every time I turn my DAC off I have to go into the iFi app to change it from coax spdif to my DAC so I have to use the All in one setting. Also, the volume setting also drops most of the time and I have to reset that to hardware otherwise the gain is very low and I have to turn my amp way up. I have tried opening ticket's with iFi support and they are absolutely worthless and a waste of time. I have heard that the iFi DACs work well with usb but other brands are glitchy.
I started a thread on low volume with the zen stream as well. I have decided to live with my zen stream in AIO mode reseting my DAC/volume with each use. It does sound very good especially for its price.