Ok, it's working - I'll detail what I did for the next person who needs it because I'm not 100% what was the thing.
I did what Topfox suggested here, in composer TV optical out to pathfinder to analog IN (to the port where it's actually coming from AVR zone 2 out).
I also made programming that when the AVR turns on Zone 2 does as well.
Finally, based on the recommendation of a Control4 tech, in Denon settings (general - zone 2) I changed the volume from VARIABLE to FIXED with a volume level at 90.
Side note, I changed the Roku sound output back to auto (not stereo) and it still works.