I've spent quite a bit of time on this issue with Amazon and the issue appears to be isolated to our Roku TV's - we have a 32" and a 28" Roku TV in different parts of the house and this happens on both. In a nutshell, what is happening is that when I play back specific videos via Amazon Prime Video, I get "A Problem Occurred" and the video will not play. Again, this is on very specific videos ("Everybody Loves Raymond" and "Mike & Molly" episodes being some examples) and is reproducible. The same videos play without issue on both our Roku Stick and Roku Stick+, as well as a Roku 3 I dug out of storage to test with. I tried both wired and wireless connectivity as well as rebooting all network equipment and checking DNS settings, etc.
Per my work with Amazon, I have reset the 32" Roku TV unit but after setting up again the issue remains. Note that these same videos played on the Roku TV units prior to the latest 9.x release to those units. All units mentioned are on the latest firmware.
Ultimately, after much escalation up the Amazon support chain, since the issue appears to be isolated to the Roku TV units, I was sent back here for help.
I am glad to offer more details upon request.