I would echo what Andrew (@WiWavelength) said above about storage off the endpoint. With Roon the signal always goes through the Core, so if your Time Machine is connected to the Linn Klimax then the path of your data will look like this:
Time Machine -> Klimax -> MacBook -> Klimax.
If you connect your Time Machine to the MacBook then the path will look like this:
Time Machine -> MacBook -> Klimax.
If your MacBook is connected by WiFi then that is the problem. WiFi is not full duplex and cannot cope with the “both ways” traffic in the first configuration. Your Core is best connected to your network by Ethernet. WiFi is fine for Control, but you will always have problems with a WiFi leg that is required to carry music data in both directions in real time.
I’d suggest testing out Roon by connecting the Time Machine to your MacBook and your MacBook by Ethernet to your router. If you like it, but prefer to use your MacBook on WiFi (naturally) then a NUC running ROCK connected to your router would be a good solution. Your Time Machine could be connected to the NUC or your router.