Sorry to hear, I am sure you will love the Statement once you get it figured out. I have a Statement and have the Roon Core on an Antipodes Core and feel is sounds better than using the Statement as Core and Endpoint. I preferred even using Experimental mode, which did give a noticeable benefit. I did not notice any slowness when used that way, my 2 TB drive is 80 % full.
In Roon under Settings then Storage, did you add the Statement as a Folder. I had a bit of a struggle with this.
In Storage click Add Folder, then New Folder. My address was \\192.168.68.142\Music. Your IP will likely be different, I had the slashes the wrong way initially. Look under your network for the Statement and confirm the name of the folder holding the files. Mine was Music.
And of course in the Statement Server Integration select Player Only.
I remember restarting the Statement, Core and network switch first to make sure no connections were lost after moving the Roon Core.
Good Luck