Roon and HQPlayer communicate over a network connection. If a local software firewall is blocking this communication, then Roon probably behaves as you described.
It would be good to check with one single local FLAC/WAV file that
- HQPlayer alone can playback a file
- Roon alone can playback the same
- HQPlayer + Roon together can playback the file
Then you could add Tidal. Otherwise there are a bit too many variables in the picture to figure out whereabouts of the problem.
It is also good idea to make sure Roon doesn’t have a zone with same audio device output configured as HQPlayer. Otherwise there are possible conflicts due to both applications trying to gain exclusive access to the same device.