Could be geo-restrictions in place especially if you are in the UK.

I suspect you have tried playing those stations using various services like Sonos Radio, myTuner Radio, TuneIn (New), and TuneIn mobile app’s custom urls that you favourite in that app and try in Sonos. If none of those work then it’s likely a location restriction issue. There has been discussion here about UK and restricted radio stations that happened some time during Spring. 
 

https://support.sonos.com/en/article/use-tunein-to-add-internet-radio-station-urls-to-sonos

You can find some urls at https://fmstream.org/index.php?c=FT

Thanks for your reply. I'm from Europe and I think there are hardly any geo restrictions here. In fact, the few radio stations that don't work are in my country and shouldn't have any restrictions. The funny thing is that they work when I use the TuneIn app and play via AirPlay.

But I don't want to use third-party applications and hang around, so what's the point of the Sonos application?

Have you checked where Sonos thinks you are by going to www.sonos.com, logging in to your Sonos account, and checking the address on your account?

Some streaming services may use that data, Sonos does when figuring out what to show you as available services in the controller. I’ve seen cases which that data appears to have been changed, I’d remove what is there, even if it looks correct, and reenter that data. Ultimately, however, it may be best to call Sonos Support directly to discuss it.

When you speak directly to the phone folks, they have tools at their disposal that will allow them to give you advice specific to your network and Sonos system.

What stations are not working? Maybe I could try them on my system?

Yes, my address was somehow changed to US. I fixed it to the correct country, but it still didn't solve the problem. I already called Sonos support, but they said they can't fix the problem right now. Said they would contact me later, but more than week passed and no one contacted.

Radio stations that cannot be played SWH Rock, SWH, SWH LV. I will be grateful if you can test it. Thank you!

I'm in continental Europe. All three stations can be found in TuneIn (new) on Sonos, but will refuse to start after "wellcome to TuneIn” and the TuneIn inserted ads.

Exactly same here! Thank you for testing !

Try removing radio service you are using, and re-adding again, fixed tunein new for me….

Thanks! I completely uninstalled the Sonos app, removed services and added back. Nothing helps. I'm tired of sonos. I will try to contact support a third time.

Have you tried sonos radio service, that actually plays tuenin stations!!