Hey Marco,
Just to clarify some of these distinctions:
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TIDAL Playlists - are created in TIDAL and only contain non-library tracks; these playlists cannot be edited in Roon
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Roon Playlists - are created (and edited) in Roon, and contain tracks which may or may not be in your library
In Roon, Favorites are tracks from your library that you’ve chosen to tag as a “favorite”.
Because TIDAL playlists only contain non-library tracks, you won’t be able to set tracks in TIDAL playlists as favorites.