Sorry that you've been experiencing some problems.
Are you certain that the outputs from the Roland FR-3X
are line level? I've looked at the manual and it's not clear. Ignoring that you're not hearing any output, are you seeing any metering on the front of the 2i4 when you play the Roland? i.e. are you seeing signal from the Roland hit the front end of the 2i4? If not, does adjusting the gains change this? If not, does switching the inputs to 'Inst' change this?
If so, and you're still not hearing any audio, please ensure that the Direct Monitor control is set at around midday, and not all the way to Playback.
If still nothing, please confirm that if you have the 2i4 selected as the default audio device in your operating system sound preferences, are you hearing any play back from other sources such as iTunes/Media Player/Youtube etc?
Let me know how you get on.
Simon // Focusrite Technical Support