Insofar that you’d need another iPhone to which network both the Roam and and your iPhone would connect.

I’d seriously doubt you would hear te difference between lossless and lossy on a portable speaker though……

I’ve used the Roam with an iPhone XR Hotspot and it works fine, but the Sonos controller app needs to be installed on a separate mobile device (I used an iPad S2 App as the controller).

Thanks 106rallye,

After I posted above, I set up a wifi travel router that on the wan side tethers wirelessly to my iPhone’s hotspot. 

An iPad and the Roam connect to the wifi travel router’s lan side via 2.4GHz wifi.

The SONOS controller runs on the iPad but I only use the controller for setting up the Roam. After setting up the Roam including EQ and TruePlay, I close the Sonos controller. 

I play the Lossless songs on the Apple Music app on the iPad and “Airplay”s to the Roam.

The sound quality is significantly better compared to Bluetooth streaming (and obviously also better than with SONOS).

I was hoping that I didn’t need the extra iPad (/iPhone) and travel wifi-network but as you mention there is no easy way.

Details:

Wifi travel router (https://www.aterm.jp/product/atermstation/product/warpstar/w300p/) in DHCP/router mode. 7 years old…

iPhone (hotspot): iPhone 12 Pro (iOS 16.3.1)

iPad (Apple Music app and Sonos Controller for setup only):  Air 2 (iOS 15.7.3)

SONOS Roam

Thanks again.

@Ken_Griffiths thanks a lot. I will try it and revert.

@Ken_Griffiths your solution works very well. Thanks a lot.

No need for the wifi travel router. One less point of failure. Nice.

To others wanting to do the same:

Details:
iPhone (hotspot): iPhone 12 Pro (iOS 16.3.1)
iPad (Apple Music app (and Sonos Controller for setup only)):  Air 2 (iOS 15.7.3)
SONOS Roam

(Further, the Roam does appear on the iPhone's list of Airplay devices. Unfortunately, connecting to it fails.) 

Anyway, I can surely live with running the Apple Music app on the iPad and have both the iPad and the Roam connect directly to the iPhone's hotspot.

If you are using the Apple Music app on an iOS device via Airplay 2 then it is not lossless, Airplay 2 is able to play lossless streams but the Apple Music App does not over Airplay 2.

@Belly M that’s interesting. Thanks.

What setup would I need to achieve lossless sound?

Compared to Bluetooth, my Airplay 2 setup above sounds way better but perhaps it can be even better.

Today… you need a Mac lap / desktop as the Apple Music App sends a bit perfect stream via Airplay 2 once the system wide Airplay setting have been set.

Tomorrow… hopefully that will come very soon but for the moment I would not actually bother as lossy AAC sounds identical to CD for pretty much everybody and even Apple did a poll / test internally and staff could not tell the difference.

Thanks @Belly M.

Now I have:

Internet iPhone 12 hotspot  tethering via Lightening - USB-C cable  MacBook Apple M1 Pro running the Apple Music app  Airplay2 to Roam.

Sounds great - considering that I am only using one Roam.

Airplay 2 in my experience still downgrades Apple Music to AAC when using a pair of fives, even through the MacBook has the proper volume settings. as far as the lossless vs lossy audio, all the tests about you can’t hear a difference etc is silly, the idea is if you pay for something in a certain format, are you getting what you pay for. Lossless is a better concept than lossy. If you pay for it and the technology should allow for it, it shouldn’t be this difficult. Also, if you like the idea of listening to what was amazingly created, then lossless shouldn’t even be a question.