Hi @Garyalanb, welcome to the Sonos Community!
I’m sorry to hear that you’re having trouble with your Sonos Roam. The Sonos Roam will go into a power saving mode after thirty minutes of inactivity and when it does so, will power off. This is due to the Battery Saver setting on Sonos portable product and is enabled by default on the Sonos Roam. You can turn this setting off by opening the app and going to → Settings → My System → Sonos Roam → Battery → Toggle Battery Saver. Once this setting is disabled, the Sonos Roam will go into sleep mode instead of powering off.
You can disable the status lights from the same menu, but instead of selecting Battery, you select Hardware. The path to the setting would be: Settings → My System → Sonos Roam → Hardware → Status Light. Please note that the Status Light will still show up for certain scenarios such as when the Roam is updating or when the volume is muted.
I hope this information helps!