I’m having the same issue. It is not a local network problem else all devices in the house and the other apps on the apple tv would be experiencing issues. I am a network architect by trade, so I might know a thing or two 😉👍
Thought I would have a search for others with same issue, we like putting on sky news live in the morning and is frustrating we can’t seem to work around it. We have tried force closing the app, reconnecting to wifi, using cellular instead of adsl, restarting the apple tv, deleting the app and reinstalling, but nothing works. We have resulted in watching BBC news instead as that works everytime.
To me, the issue points to the application itself as that is the common fault point. Perhaps a recent update may have caused the issue? Unless the IT team get on it there is no choice but to keep watching another channel. Ball is in your court Sky.