Rather than favourite it in Qobuz (to add it to Roon), what happens if you search for it in Roon, and then add it to your library using Roon?
I’ve just searched for “3 hours past midnight Johnny Guitar Watson” (note the missing “by”) in Roon. The album was found, and I have just successfully added it to my library…
It may be a regional licensing issue? I’m in the Netherlands - where are you?
None of those work for me. There’s something about this album that Roon doesn’t like. If I add one of its tracks as a favorite in Qobuz it doesn’t show up in Roon either.