Please first make sure that the CSS link you are using includes the various font weights for the Roboto font. Since it sounds like you're using the Thin and Light fonts weights, as well as Regular, for example, you'll want to make sure to click on the Customize tab on Google Fonts after selecting Roboto, and check all the different font weights you used in your project:
Once you switch back to the "Embed" tab, the CSS link should update to the font weights you selected. If you selected all the font weights for Roboto, for example, the CSS link will look like this:
If you're still having trouble getting the different font weights to show up, however, please post your .rp file here so that I could take a closer look. If you'd rather keep the file private, feel free to email that over to firstname.lastname@example.org. Thanks!