Is this the first time your using your KEF’s? If so make sure you have the latest drivers downloaded. Sometimes closing and restarting Roon can help. I have the LS50’s Wireless but only use the Ethernet connection, this has been without faults since I purchased the speakers.
I would also add these exceptions to any Antivirus or other Firewall blocking applications you may have and ensure that you connected to your network via a Private network, not a Public one, see this guide for more information.