Roon won’t play when the Core isn’t available, so if everything is running on your MacBook, I would expect playback to stop when it sleeps.
The real solution here would be to get a MacMini, Intel NUC, or some other always-on computer to run your Core and live somewhere on your network (like a closet). Then your MacBook will just run as a Remote, and you could turn it on or off at will, like when you need to pick music.
It’s possible I’m misunderstanding you’re question, but in that case, I’ll need some more information about your setup, so let me know and we’ll figure it out. Thanks for your question @Jwilli!